-29.3%
GFS vs UPST
-28.6%
-0.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.3% | -4.6% | -9.0% |
| 7D | -20.7% | -10.9% | -9.8% | -19.2% |
| 30D | -25.2% | -7.2% | -18.0% | -24.5% |
| 3M | -26.3% | -26.7% | +0.4% | -22.8% |
| 6M | -50.7% | -29.0% | -21.7% | -48.2% |
| YTD | +4.5% | -49.4% | +53.9% | +13.8% |
| 1Y | +2.5% | -47.0% | +49.4% | +10.3% |
| All | -29.3% | -28.6% | -0.8% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling