+227.0%
UPS vs GPC
+1,165.9%
-938.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -2.9% | +1.2% | -4.1% | -3.4% |
| 30D | -3.5% | +6.0% | -9.5% | -6.0% |
| 3M | -5.7% | +42.6% | -48.3% | -20.1% |
| 6M | -4.4% | +22.8% | -27.1% | -13.8% |
| YTD | +8.0% | +15.5% | -7.4% | -0.7% |
| 1Y | +29.0% | +2.0% | +27.0% | +25.2% |
| 3Y | -27.7% | -1.4% | -26.3% | -31.1% |
| 5Y | -34.3% | +30.6% | -64.9% | -45.5% |
| 10Y | +37.8% | +80.6% | -42.8% | -7.1% |
| All | +227.0% | +1,165.9% | -938.9% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling