-34.6%
UPS vs GPC
+29.0%
-63.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.7% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -2.3% | -0.4% | -1.9% | -2.2% |
| 3M | -5.2% | +39.2% | -44.4% | -17.3% |
| 6M | +1.4% | +18.2% | -16.8% | -5.9% |
| YTD | +6.1% | +12.1% | -6.0% | -0.4% |
| 1Y | +27.0% | -0.7% | +27.7% | +25.3% |
| 3Y | -25.9% | -1.7% | -24.3% | -29.2% |
| 5Y | -34.6% | +29.3% | -63.9% | -47.7% |
| All | -34.6% | +29.0% | -63.6% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling