+36.4%
UPS vs GWRE
+131.0%
-94.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.0% | -13.2% | +11.3% | +0.5% |
| 30D | -2.0% | -18.6% | +16.6% | +1.0% |
| 3M | -6.2% | +18.9% | -25.1% | -10.7% |
| 6M | +2.8% | -11.0% | +13.7% | +2.3% |
| YTD | +5.9% | -29.9% | +35.8% | +10.3% |
| 1Y | +26.2% | -44.3% | +70.6% | +38.2% |
| 3Y | -26.0% | +51.7% | -77.7% | -39.2% |
| 5Y | -34.3% | +15.4% | -49.7% | -43.8% |
| All | +36.4% | +131.0% | -94.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling