+162.8%
GD vs UPST
-15.8%
+178.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -5.0% | -4.9% | -0.1% | -4.9% |
| 30D | +8.9% | -8.9% | +17.8% | +9.1% |
| 3M | -8.0% | -26.3% | +18.3% | -7.4% |
| 6M | +2.9% | -23.7% | +26.6% | +3.4% |
| YTD | +7.1% | -49.9% | +57.0% | +8.6% |
| 1Y | +5.9% | -42.0% | +47.9% | +7.0% |
| 3Y | +53.9% | -25.3% | +79.1% | +51.6% |
| 5Y | +95.4% | -93.4% | +188.8% | +91.8% |
| All | +162.8% | -15.8% | +178.6% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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