+161.9%
GDX vs UPST
-15.8%
+177.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.2% |
| 7D | +13.6% | -4.9% | +18.5% | +13.9% |
| 30D | +2.5% | -8.9% | +11.4% | +2.9% |
| 3M | +4.4% | -26.3% | +30.7% | +5.9% |
| 6M | -5.2% | -23.7% | +18.5% | -4.1% |
| YTD | +2.1% | -49.9% | +52.1% | +4.9% |
| 1Y | +24.7% | -42.0% | +66.7% | +27.3% |
| 3Y | +211.3% | -25.3% | +236.6% | +202.9% |
| 5Y | +186.7% | -93.4% | +280.1% | +181.9% |
| All | +161.9% | -15.8% | +177.7% | +140.2% |
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