+156.2%
GDXJ vs UPST
-3.5%
+159.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.8% |
| 7D | -6.2% | -12.0% | +5.8% | -5.5% |
| 30D | +4.6% | -16.0% | +20.7% | +5.8% |
| 3M | +31.3% | -17.2% | +48.4% | +32.8% |
| 6M | -10.7% | -10.9% | +0.2% | -10.2% |
| YTD | +9.1% | -42.6% | +51.7% | +12.2% |
| 1Y | +44.1% | -59.8% | +103.9% | +50.6% |
| 3Y | +285.4% | -17.9% | +303.3% | +269.4% |
| 5Y | +228.4% | -90.7% | +319.1% | +219.2% |
| All | +156.2% | -3.5% | +159.7% | +132.0% |
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 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