-32.3%
UPS vs GTLB
-47.1%
+14.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.3% |
| 7D | -2.9% | +11.1% | -13.9% | -3.8% |
| 30D | -3.5% | +37.8% | -41.3% | -6.3% |
| 3M | -5.7% | +61.6% | -67.3% | -9.8% |
| 6M | -4.4% | +98.9% | -103.3% | -10.6% |
| YTD | +8.0% | +32.8% | -24.8% | +4.4% |
| 1Y | +29.0% | +14.7% | +14.4% | +25.9% |
| 3Y | -27.7% | +1.3% | -29.1% | -30.6% |
| All | -32.3% | -47.1% | +14.8% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling