+258.3%
UPS vs GPN
+2,449.8%
-2,191.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.6% |
| 7D | -3.7% | -6.2% | +2.6% | -2.1% |
| 30D | -3.7% | +1.0% | -4.8% | -4.1% |
| 3M | -6.6% | +36.9% | -43.4% | -14.3% |
| 6M | +2.6% | +16.8% | -14.2% | -2.4% |
| YTD | +4.8% | +13.2% | -8.5% | -0.2% |
| 1Y | +25.3% | +1.4% | +23.8% | +22.4% |
| 3Y | -26.9% | -28.6% | +1.8% | -23.5% |
| 5Y | -33.5% | -47.0% | +13.5% | -26.7% |
| 10Y | +36.1% | +25.2% | +10.9% | +17.6% |
| All | +258.3% | +2,449.8% | -2,191.5% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling