-8.1%
GLD vs UPST
-51.0%
+42.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.9% | +4.0% | -2.1% |
| 7D | -5.5% | -13.5% | +8.0% | -4.2% |
| 30D | -7.0% | -19.6% | +12.6% | -5.2% |
| 3M | -12.4% | -34.2% | +21.8% | -9.3% |
| 6M | -18.0% | -31.2% | +13.2% | -15.3% |
| YTD | -10.5% | -56.2% | +45.8% | -6.3% |
| 1Y | -8.1% | -51.7% | +43.6% | -4.7% |
| All | -8.1% | -51.0% | +42.9% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling