+228.1%
GDXJ vs UPST
-90.2%
+318.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.9% |
| 7D | +4.3% | -1.5% | +5.8% | +4.4% |
| 30D | +8.4% | -13.2% | +21.7% | +9.6% |
| 3M | +25.5% | -13.0% | +38.5% | +26.8% |
| 6M | -6.3% | -2.9% | -3.5% | -6.3% |
| YTD | +12.1% | -38.3% | +50.4% | +15.3% |
| 1Y | +51.1% | -60.5% | +111.5% | +59.3% |
| 3Y | +296.1% | -11.7% | +307.8% | +272.0% |
| 5Y | +228.1% | -90.2% | +318.3% | +218.0% |
| All | +228.1% | -90.2% | +318.3% | +218.0% |
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 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