+17.7%
GFS vs UPST
-48.7%
+66.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +9.4% | -15.4% | -7.2% |
| 7D | -12.5% | -3.1% | -9.4% | -12.0% |
| 30D | -16.9% | -4.0% | -12.9% | -16.4% |
| 3M | -22.3% | -22.9% | +0.6% | -19.2% |
| 6M | -40.2% | -27.1% | -13.1% | -37.6% |
| YTD | +16.0% | -46.5% | +62.5% | +19.4% |
| 1Y | +17.7% | -49.4% | +67.1% | +22.1% |
| All | +17.7% | -48.7% | +66.3% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling