+166.4%
GDXJ vs UPST
+7.9%
+158.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.4% |
| 7D | +0.2% | -3.5% | +3.7% | +0.4% |
| 30D | +17.9% | -7.1% | +25.0% | +18.4% |
| 3M | +15.3% | -13.1% | +28.4% | +16.3% |
| 6M | -9.4% | -1.1% | -8.4% | -9.5% |
| YTD | +13.4% | -35.9% | +49.3% | +15.8% |
| 1Y | +59.7% | -57.4% | +117.1% | +66.1% |
| 3Y | +283.6% | -14.9% | +298.4% | +266.3% |
| 5Y | +217.6% | -88.7% | +306.3% | +205.7% |
| All | +166.4% | +7.9% | +158.5% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling