-12.1%
GFS vs UPST
-93.8%
+81.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.5% | +1.6% |
| 7D | -5.3% | -4.5% | -0.8% | -4.8% |
| 30D | -15.8% | -15.3% | -0.5% | -13.8% |
| 3M | -18.6% | -32.4% | +13.8% | -13.8% |
| 6M | -45.0% | -29.5% | -15.5% | -42.2% |
| YTD | +16.8% | -53.3% | +70.1% | +28.8% |
| 1Y | +17.8% | -47.4% | +65.2% | +27.0% |
| 3Y | -21.5% | -2.2% | -19.3% | -30.9% |
| 5Y | -29.3% | -92.0% | +62.7% | -17.3% |
| All | -12.1% | -93.8% | +81.7% | +8.4% |
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