-2.4%
GFS vs UPST
-91.5%
+89.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.8% |
| 7D | +1.0% | -3.5% | +4.5% | +1.6% |
| 30D | -8.6% | -7.1% | -1.5% | -7.6% |
| 3M | -46.5% | -13.1% | -33.5% | -45.3% |
| 6M | -4.8% | -1.1% | -3.7% | -5.4% |
| YTD | +29.7% | -35.9% | +65.5% | +36.5% |
| 1Y | +35.8% | -57.4% | +93.3% | +51.4% |
| 3Y | -18.3% | -14.9% | -3.5% | -26.9% |
| All | -2.4% | -91.5% | +89.0% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling