+27.2%
GFS vs UPST
-49.8%
+77.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.0% |
| 7D | +7.4% | -10.6% | +18.0% | +9.1% |
| 30D | -15.3% | -14.0% | -1.3% | -13.3% |
| 3M | -21.1% | -36.8% | +15.7% | -15.4% |
| 6M | -44.5% | -27.5% | -17.0% | -41.1% |
| YTD | +19.2% | -55.3% | +74.5% | +24.9% |
| 1Y | +27.2% | -47.5% | +74.8% | +32.3% |
| All | +27.2% | -49.8% | +77.1% | +32.3% |
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