+158.6%
GDX vs UPST
-21.5%
+180.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -8.3% | +2.8% | -5.0% |
| 7D | +11.5% | -4.5% | +15.9% | +11.7% |
| 30D | -3.1% | -15.3% | +12.2% | -2.3% |
| 3M | -4.4% | -32.4% | +28.0% | -2.6% |
| 6M | -8.6% | -29.5% | +21.0% | -7.0% |
| YTD | +0.8% | -53.3% | +54.2% | +4.0% |
| 1Y | +14.7% | -47.4% | +62.0% | +17.6% |
| 3Y | +228.8% | -2.2% | +231.0% | +217.6% |
| 5Y | +173.4% | -92.0% | +265.4% | +168.7% |
| All | +158.6% | -21.5% | +180.1% | +138.1% |
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