-6.3%
UPS vs GTLB
+4.1%
-10.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -0.6% | -3.5% | +2.9% | -0.3% |
| 30D | +16.4% | -9.0% | +25.4% | +17.2% |
| 3M | +7.9% | +15.9% | -7.9% | +6.5% |
| 6M | +15.8% | +104.9% | -89.0% | +8.9% |
| YTD | +16.6% | +26.0% | -9.4% | +13.9% |
| 1Y | +22.3% | +1.8% | +20.5% | +22.0% |
| All | -6.3% | +4.1% | -10.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling