+211.3%
GDX vs UPST
-29.4%
+240.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +13.6% | -4.9% | +18.5% | +14.1% |
| 30D | +2.5% | -8.9% | +11.4% | +3.2% |
| 3M | +4.4% | -26.3% | +30.7% | +6.9% |
| 6M | -5.2% | -23.7% | +18.5% | -3.2% |
| YTD | +2.1% | -49.9% | +52.1% | +6.5% |
| 1Y | +24.7% | -42.0% | +66.7% | +28.8% |
| 3Y | +211.3% | -25.3% | +236.6% | +188.0% |
| All | +211.3% | -29.4% | +240.7% | +188.0% |
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