+377.4%
GH vs UPST
-14.8%
+392.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.6% |
| 7D | -2.1% | -1.5% | -0.6% | -1.8% |
| 30D | -4.5% | -13.2% | +8.8% | -1.6% |
| 3M | +28.9% | -13.0% | +41.9% | +32.4% |
| 6M | +76.5% | -2.9% | +79.4% | +75.0% |
| YTD | +57.6% | -38.3% | +95.9% | +71.1% |
| 1Y | +167.5% | -60.5% | +228.0% | +216.4% |
| 3Y | +377.4% | -11.7% | +389.1% | +281.0% |
| All | +377.4% | -14.8% | +392.2% | +281.0% |
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