+22.7%
GH vs UPST
-24.8%
+47.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.2% | -2.5% |
| 7D | +0.6% | -10.6% | +11.2% | +2.8% |
| 30D | -6.9% | -14.0% | +7.1% | -4.3% |
| 3M | -4.9% | -36.8% | +31.9% | +3.8% |
| 6M | +54.1% | -27.5% | +81.6% | +62.8% |
| YTD | +48.5% | -55.3% | +103.8% | +70.5% |
| 1Y | +61.2% | -47.5% | +108.7% | +78.2% |
| 3Y | +570.3% | -10.4% | +580.8% | +483.8% |
| 5Y | +46.1% | -92.6% | +138.7% | +45.2% |
| All | +22.7% | -24.8% | +47.5% | +2.4% |
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