+58.3%
GH vs UPST
-51.0%
+109.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +6.9% | +1.7% |
| 7D | +0.9% | -13.5% | +14.4% | +4.5% |
| 30D | -4.5% | -19.6% | +15.2% | +0.6% |
| 3M | -6.2% | -34.2% | +28.0% | +3.0% |
| 6M | +55.0% | -31.2% | +86.2% | +68.8% |
| YTD | +51.6% | -56.2% | +107.8% | +72.2% |
| 1Y | +58.3% | -51.7% | +109.9% | +75.8% |
| All | +58.3% | -51.0% | +109.3% | +75.8% |
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