+36.4%
UPS vs GPN
+28.5%
+7.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.0% | -4.3% | +2.4% | -0.7% |
| 30D | -2.0% | 0.0% | -2.0% | -2.1% |
| 3M | -6.2% | +35.8% | -42.1% | -14.9% |
| 6M | +2.8% | +22.0% | -19.2% | -4.2% |
| YTD | +5.9% | +15.2% | -9.3% | -0.3% |
| 1Y | +26.2% | +3.5% | +22.8% | +22.3% |
| 3Y | -26.0% | -26.9% | +0.9% | -22.4% |
| 5Y | -34.3% | -44.2% | +9.9% | -27.3% |
| All | +36.4% | +28.5% | +7.8% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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