+29.0%
UPS vs GSK
+31.2%
-2.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.8% |
| 7D | -2.9% | -1.8% | -1.1% | -2.5% |
| 30D | -3.5% | -2.2% | -1.3% | -3.2% |
| 3M | -5.7% | -1.8% | -3.9% | -5.6% |
| 6M | -4.4% | -10.6% | +6.2% | -2.4% |
| YTD | +8.0% | +4.4% | +3.6% | +6.8% |
| 1Y | +29.0% | +30.4% | -1.4% | +26.5% |
| All | +29.0% | +31.2% | -2.2% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling