+142.4%
GILD vs UPST
-90.5%
+233.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -0.8% |
| 7D | -4.8% | -8.8% | +3.9% | -4.6% |
| 30D | +5.8% | -12.1% | +17.8% | +6.1% |
| 3M | +14.9% | -19.5% | +34.4% | +15.5% |
| 6M | -0.4% | -6.8% | +6.5% | -0.4% |
| YTD | +18.5% | -41.5% | +60.0% | +19.7% |
| 1Y | +25.1% | -58.9% | +84.0% | +27.4% |
| 3Y | +105.9% | -15.2% | +121.0% | +101.5% |
| All | +142.4% | -90.5% | +233.0% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling