+227.0%
UPS vs GSK
+175.1%
+51.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.6% |
| 7D | -2.9% | -1.8% | -1.1% | -2.4% |
| 30D | -3.5% | -2.2% | -1.3% | -3.0% |
| 3M | -5.7% | -1.8% | -3.9% | -5.5% |
| 6M | -4.4% | -10.6% | +6.2% | -1.6% |
| YTD | +8.0% | +4.4% | +3.6% | +6.0% |
| 1Y | +29.0% | +30.4% | -1.4% | +18.0% |
| 3Y | -27.7% | +60.1% | -87.8% | -38.9% |
| 5Y | -34.3% | +46.8% | -81.1% | -43.9% |
| 10Y | +37.8% | +79.2% | -41.4% | +8.3% |
| All | +227.0% | +175.1% | +51.9% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling