+47.4%
GDX vs UPST
-59.7%
+107.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +3.0% | -0.3% |
| 7D | +4.0% | -1.5% | +5.4% | +4.2% |
| 30D | +9.5% | -13.2% | +22.7% | +11.6% |
| 3M | +25.1% | -13.0% | +38.1% | +27.3% |
| 6M | -2.9% | -2.9% | 0.0% | -2.3% |
| YTD | +14.7% | -38.3% | +53.0% | +17.8% |
| 1Y | +47.4% | -60.5% | +107.9% | +42.6% |
| All | +47.4% | -59.7% | +107.2% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling