-33.5%
UPS vs GSK
+47.3%
-80.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -3.7% | -3.6% | -0.1% | -3.0% |
| 30D | -3.7% | -5.9% | +2.2% | -2.6% |
| 3M | -6.6% | -4.3% | -2.3% | -5.9% |
| 6M | +2.6% | -10.8% | +13.4% | +4.6% |
| YTD | +4.8% | +1.8% | +3.0% | +4.0% |
| 1Y | +25.3% | +23.5% | +1.8% | +19.7% |
| 3Y | -26.9% | +49.5% | -76.4% | -33.3% |
| 5Y | -33.5% | +49.7% | -83.2% | -41.1% |
| All | -33.5% | +47.3% | -80.8% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling