-26.0%
UPS vs GWRE
+50.1%
-76.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -2.0% | -13.2% | +11.3% | -1.1% |
| 30D | -2.0% | -18.6% | +16.6% | -0.9% |
| 3M | -6.2% | +18.9% | -25.1% | -7.7% |
| 6M | +2.8% | -11.0% | +13.7% | +3.0% |
| YTD | +5.9% | -29.9% | +35.8% | +8.6% |
| 1Y | +26.2% | -44.3% | +70.6% | +32.9% |
| 3Y | -26.0% | +51.7% | -77.7% | -37.4% |
| All | -26.0% | +50.1% | -76.1% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling