+255.0%
UPS vs GPC
+1,043.3%
-788.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +1.7% | +0.4% | +1.4% | +1.6% |
| 30D | +17.4% | -1.8% | +19.2% | +18.2% |
| 3M | +7.7% | -6.6% | +14.3% | +10.7% |
| 6M | +13.8% | +21.3% | -7.5% | +3.1% |
| YTD | +17.3% | +4.3% | +13.0% | +12.4% |
| 1Y | +27.2% | +3.3% | +23.9% | +22.4% |
| 3Y | -5.6% | +0.8% | -6.4% | -11.0% |
| 5Y | -33.5% | +7.4% | -40.9% | -39.9% |
| 10Y | +43.7% | +79.2% | -35.6% | -3.3% |
| All | +255.0% | +1,043.3% | -788.3% | +3.9% |
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