-20.2%
GIS vs UPST
+3.8%
-24.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -1.6% |
| 7D | -8.3% | -1.5% | -6.8% | -8.3% |
| 30D | +2.2% | -13.2% | +15.4% | +2.1% |
| 3M | +15.7% | -13.0% | +28.7% | +15.6% |
| 6M | -12.0% | -2.9% | -9.1% | -11.9% |
| YTD | -15.0% | -38.3% | +23.3% | -15.2% |
| 1Y | -20.1% | -60.5% | +40.3% | -20.5% |
| 3Y | -34.6% | -11.7% | -22.9% | -34.3% |
| 5Y | -22.8% | -90.2% | +67.3% | -22.5% |
| All | -20.2% | +3.8% | -24.0% | -18.8% |
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