+246.2%
UPS vs GPC
+1,025.8%
-779.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -1.9% |
| 7D | 0.0% | +1.6% | -1.5% | -0.6% |
| 30D | +17.3% | -2.1% | +19.4% | +18.2% |
| 3M | +6.6% | -6.8% | +13.4% | +9.7% |
| 6M | +12.0% | +18.6% | -6.6% | +2.5% |
| YTD | +14.4% | +2.7% | +11.7% | +10.4% |
| 1Y | +23.3% | +1.8% | +21.5% | +19.4% |
| 3Y | -9.6% | +1.1% | -10.7% | -14.9% |
| 5Y | -34.1% | +4.1% | -38.2% | -39.5% |
| 10Y | +49.5% | +88.2% | -38.7% | -1.9% |
| All | +246.2% | +1,025.8% | -779.6% | +2.0% |
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