+30.8%
GDDY vs UPST
-19.3%
+50.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.0% | +3.3% |
| 7D | -7.0% | -12.0% | +5.0% | -5.8% |
| 30D | +6.2% | -16.0% | +22.2% | +8.0% |
| 3M | +20.0% | -17.2% | +37.2% | +22.0% |
| 6M | +6.8% | -10.9% | +17.7% | +7.3% |
| YTD | -22.3% | -42.6% | +20.3% | -19.1% |
| 1Y | -33.5% | -59.8% | +26.3% | -29.0% |
| All | +30.8% | -19.3% | +50.0% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling