+152.3%
GDX vs UPST
-92.2%
+244.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.9% | +2.9% | -3.5% |
| 7D | -4.6% | -13.5% | +8.9% | -3.6% |
| 30D | -6.2% | -19.6% | +13.4% | -4.9% |
| 3M | -10.0% | -34.2% | +24.2% | -7.6% |
| 6M | -15.8% | -31.2% | +15.5% | -13.8% |
| YTD | -4.6% | -56.2% | +51.6% | -0.4% |
| 1Y | +4.0% | -51.7% | +55.7% | +8.0% |
| 3Y | +211.1% | -8.2% | +219.3% | +197.1% |
| 5Y | +152.3% | -92.8% | +245.0% | +155.2% |
| All | +152.3% | -92.2% | +244.5% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling