+201.3%
GILD vs UPST
-3.5%
+204.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | -4.2% | -12.0% | +7.8% | -4.0% |
| 30D | +6.7% | -16.0% | +22.7% | +7.0% |
| 3M | +20.0% | -17.2% | +37.1% | +20.4% |
| 6M | -1.3% | -10.9% | +9.5% | -1.3% |
| YTD | +19.4% | -42.6% | +62.0% | +20.4% |
| 1Y | +28.9% | -59.8% | +88.7% | +30.8% |
| 3Y | +110.3% | -17.9% | +128.2% | +107.2% |
| 5Y | +144.8% | -90.7% | +235.5% | +140.4% |
| All | +201.3% | -3.5% | +204.8% | +203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling