+12.6%
GFS vs UPST
-47.3%
+59.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.4% |
| 7D | -7.8% | -4.9% | -2.9% | -7.1% |
| 30D | -19.7% | -8.9% | -10.8% | -18.5% |
| 3M | -23.1% | -26.3% | +3.2% | -19.3% |
| 6M | -46.4% | -23.7% | -22.6% | -43.7% |
| YTD | +11.0% | -49.9% | +61.0% | +15.1% |
| 1Y | +12.6% | -42.0% | +54.6% | +14.3% |
| All | +12.6% | -47.3% | +59.9% | +14.3% |
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