+164.5%
GD vs UPST
-14.8%
+179.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -2.2% |
| 7D | -3.9% | -10.9% | +7.0% | -3.6% |
| 30D | +8.1% | -7.2% | +15.3% | +8.2% |
| 3M | -6.8% | -26.7% | +19.9% | -6.1% |
| 6M | +3.0% | -29.0% | +32.0% | +3.7% |
| YTD | +7.8% | -49.4% | +57.1% | +9.3% |
| 1Y | +5.8% | -47.0% | +52.8% | +7.1% |
| 3Y | +55.3% | -27.0% | +82.3% | +53.1% |
| 5Y | +96.7% | -93.3% | +190.0% | +93.0% |
| All | +164.5% | -14.8% | +179.3% | +157.1% |
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