+111.2%
GLD vs UPST
-21.5%
+132.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.3% | +5.6% | -2.6% |
| 7D | +2.8% | -4.5% | +7.3% | +2.9% |
| 30D | -4.0% | -15.3% | +11.4% | -3.8% |
| 3M | -8.2% | -32.4% | +24.2% | -7.8% |
| 6M | -14.8% | -29.5% | +14.7% | -14.5% |
| YTD | -6.8% | -53.3% | +46.5% | -6.1% |
| 1Y | -2.4% | -47.4% | +45.0% | -1.8% |
| 3Y | +105.8% | -2.2% | +108.0% | +103.7% |
| 5Y | +113.3% | -92.0% | +205.4% | +113.0% |
| All | +111.2% | -21.5% | +132.7% | +101.0% |
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