+119.5%
GDXJ vs UPST
-21.5%
+141.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.3% | +2.3% | -5.4% |
| 7D | +11.8% | -4.5% | +16.3% | +12.2% |
| 30D | -7.1% | -15.3% | +8.2% | -6.1% |
| 3M | -10.5% | -32.4% | +21.9% | -8.2% |
| 6M | -15.5% | -29.5% | +14.0% | -13.6% |
| YTD | -6.6% | -53.3% | +46.8% | -2.6% |
| 1Y | +11.3% | -47.4% | +58.7% | +15.2% |
| 3Y | +242.0% | -2.2% | +244.2% | +226.9% |
| 5Y | +147.7% | -92.0% | +239.7% | +144.1% |
| All | +119.5% | -21.5% | +141.0% | +101.4% |
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