-27.7%
GIS vs UPST
-26.3%
-1.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.9% | +4.8% | -2.1% |
| 7D | -8.1% | -13.5% | +5.4% | -8.1% |
| 30D | +5.3% | -19.6% | +24.9% | +5.2% |
| 3M | -10.5% | -34.2% | +23.7% | -10.7% |
| 6M | +1.8% | -31.2% | +33.0% | +1.6% |
| YTD | -22.9% | -56.2% | +33.3% | -23.3% |
| 1Y | -22.9% | -51.7% | +28.7% | -23.2% |
| 3Y | -40.5% | -8.2% | -32.3% | -40.3% |
| 5Y | -34.9% | -92.8% | +57.9% | -34.7% |
| All | -27.7% | -26.3% | -1.4% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling