+312.4%
UPS vs GME
+1,481.4%
-1,168.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -0.6% | +6.0% | -6.6% | -0.9% |
| 30D | +16.4% | -5.9% | +22.3% | +16.8% |
| 3M | +7.9% | +38.2% | -30.3% | +6.2% |
| 6M | +15.8% | +14.5% | +1.3% | +14.9% |
| YTD | +16.6% | +27.6% | -11.0% | +14.9% |
| 1Y | +22.3% | +19.9% | +2.4% | +20.9% |
| 3Y | -6.2% | +104.3% | -110.5% | -15.0% |
| 5Y | -34.4% | -49.3% | +14.9% | -38.3% |
| 10Y | +41.7% | +473.0% | -431.4% | -26.2% |
| All | +312.4% | +1,481.4% | -1,168.9% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling