+45.4%
GILD vs UPST
-48.7%
+94.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.2% | +4.1% |
| 7D | +9.6% | -3.1% | +12.7% | +9.5% |
| 30D | +20.6% | -4.0% | +24.6% | +20.5% |
| 3M | +29.7% | -22.9% | +52.6% | +29.5% |
| 6M | +33.1% | -27.1% | +60.2% | +32.7% |
| YTD | +44.7% | -46.5% | +91.2% | +40.8% |
| 1Y | +45.4% | -49.4% | +94.8% | +41.4% |
| All | +45.4% | -48.7% | +94.0% | +41.4% |
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 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