+36.0%
UPS vs GPC
+87.0%
-51.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -3.4% | -1.8% | -1.7% | -2.8% |
| 30D | -2.7% | +0.1% | -2.8% | -2.8% |
| 3M | -1.6% | +37.4% | -39.0% | -13.7% |
| 6M | +2.3% | +25.4% | -23.1% | -7.2% |
| YTD | +5.6% | +12.2% | -6.6% | -0.8% |
| 1Y | +27.1% | -0.3% | +27.4% | +25.0% |
| 3Y | -26.3% | -1.6% | -24.7% | -29.3% |
| 5Y | -34.5% | +31.0% | -65.4% | -44.2% |
| All | +36.0% | +87.0% | -51.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling