+259.5%
UPS vs GSK
+179.0%
+80.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -1.6% | -1.1% | -0.6% | -1.3% |
| 30D | +17.9% | +7.8% | +10.1% | +15.3% |
| 3M | +9.4% | +0.3% | +9.1% | +9.1% |
| 6M | +16.2% | +3.4% | +12.7% | +14.4% |
| YTD | +18.8% | +5.9% | +12.8% | +15.8% |
| 1Y | +26.1% | +8.2% | +17.9% | +22.2% |
| 3Y | -4.5% | +65.3% | -69.7% | -20.1% |
| 5Y | -33.2% | +43.3% | -76.5% | -42.5% |
| 10Y | +44.3% | +102.9% | -58.6% | +9.1% |
| All | +259.5% | +179.0% | +80.5% | +124.3% |
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