-24.8%
GIS vs UPST
-14.4%
-10.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.8% |
| 7D | +0.4% | +4.4% | -4.0% | +0.4% |
| 30D | +10.1% | -7.7% | +17.8% | +10.0% |
| 3M | -3.7% | -28.4% | +24.8% | -3.8% |
| 6M | +4.3% | -23.2% | +27.4% | +4.1% |
| YTD | -19.8% | -49.1% | +29.3% | -20.1% |
| 1Y | -20.5% | -42.4% | +21.9% | -20.7% |
| 3Y | -38.3% | +5.4% | -43.7% | -38.0% |
| 5Y | -32.2% | -92.9% | +60.7% | -32.0% |
| All | -24.8% | -14.4% | -10.4% | -23.5% |
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