+11.4%
GDDY vs UPST
-1.6%
+13.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.6% |
| 7D | -3.2% | -8.8% | +5.6% | -2.5% |
| 30D | +6.8% | -12.1% | +18.9% | +7.8% |
| 3M | +30.5% | -19.5% | +50.0% | +32.3% |
| 6M | +13.3% | -6.8% | +20.2% | +13.3% |
| YTD | -21.0% | -41.5% | +20.5% | -18.6% |
| 1Y | -34.0% | -58.9% | +24.9% | -30.6% |
| 3Y | +33.1% | -15.2% | +48.2% | +26.9% |
| 5Y | +30.3% | -90.5% | +120.9% | +24.3% |
| All | +11.4% | -1.6% | +13.0% | +3.4% |
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