+105.7%
GDXJ vs UPST
-26.3%
+132.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.9% | +2.2% | -4.2% |
| 7D | -4.9% | -13.5% | +8.6% | -4.0% |
| 30D | -10.0% | -19.6% | +9.7% | -8.6% |
| 3M | -16.6% | -34.2% | +17.6% | -14.3% |
| 6M | -23.3% | -31.2% | +7.9% | -21.4% |
| YTD | -12.4% | -56.2% | +43.8% | -8.4% |
| 1Y | +0.5% | -51.7% | +52.1% | +4.5% |
| 3Y | +220.5% | -8.2% | +228.7% | +207.7% |
| 5Y | +124.7% | -92.8% | +217.5% | +122.6% |
| All | +105.7% | -26.3% | +132.0% | +89.6% |
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 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