+570.3%
GH vs UPST
-4.9%
+575.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.2% | -2.5% |
| 7D | +0.6% | -10.6% | +11.2% | +2.9% |
| 30D | -6.9% | -14.0% | +7.1% | -4.1% |
| 3M | -4.9% | -36.8% | +31.9% | +4.3% |
| 6M | +54.1% | -27.5% | +81.6% | +63.4% |
| YTD | +48.5% | -55.3% | +103.8% | +71.2% |
| 1Y | +61.2% | -47.5% | +108.7% | +78.8% |
| 3Y | +570.3% | -10.4% | +580.8% | +469.1% |
| All | +570.3% | -4.9% | +575.3% | +469.1% |
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