+228.9%
GDX vs UPST
-88.8%
+317.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.1% |
| 7D | -0.4% | -3.5% | +3.2% | -0.2% |
| 30D | +18.6% | -7.1% | +25.7% | +19.1% |
| 3M | +14.9% | -13.1% | +28.0% | +15.8% |
| 6M | -6.3% | -1.1% | -5.2% | -6.4% |
| YTD | +15.7% | -35.9% | +51.6% | +17.9% |
| 1Y | +54.8% | -57.4% | +112.3% | +60.5% |
| 3Y | +253.4% | -14.9% | +268.3% | +236.7% |
| All | +228.9% | -88.8% | +317.6% | +215.1% |
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 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