+275.4%
UPS vs GME
+1,066.0%
-790.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | -2.3% | -1.4% | -0.9% | -2.3% |
| 3M | -5.2% | -15.1% | +9.9% | -4.6% |
| 6M | +1.4% | -22.5% | +23.9% | +2.5% |
| YTD | +6.1% | -5.9% | +12.0% | +6.2% |
| 1Y | +27.0% | -18.6% | +45.6% | +27.9% |
| 3Y | -25.9% | +6.7% | -32.6% | -30.7% |
| 5Y | -34.6% | -62.0% | +27.4% | -37.7% |
| 10Y | +36.2% | +239.5% | -203.3% | -25.6% |
| All | +275.4% | +1,066.0% | -790.5% | +65.9% |
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