+97.2%
GD vs UPST
-88.8%
+186.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.7% |
| 7D | -5.3% | -3.5% | -1.7% | -5.1% |
| 30D | -6.4% | -7.1% | +0.7% | -6.2% |
| 3M | +5.7% | -13.1% | +18.8% | +6.1% |
| 6M | -0.9% | -1.1% | +0.1% | -1.3% |
| YTD | +8.2% | -35.9% | +44.0% | +9.3% |
| 1Y | +13.4% | -57.4% | +70.8% | +16.0% |
| 3Y | +68.5% | -14.9% | +83.4% | +64.0% |
| All | +97.2% | -88.8% | +186.0% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling