-18.0%
GIS vs UPST
-88.8%
+70.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.5% |
| 7D | -7.8% | -3.5% | -4.3% | -7.9% |
| 30D | +6.6% | -7.1% | +13.7% | +6.5% |
| 3M | +21.0% | -13.1% | +34.0% | +20.9% |
| 6M | -9.1% | -1.1% | -8.0% | -9.0% |
| YTD | -13.6% | -35.9% | +22.2% | -13.8% |
| 1Y | -18.0% | -57.4% | +39.4% | -18.5% |
| 3Y | -33.7% | -14.9% | -18.8% | -33.3% |
| All | -18.0% | -88.8% | +70.7% | -17.2% |
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