+127.7%
GLD vs UPST
-13.8%
+141.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | -3.5% | +3.0% | -0.4% |
| 30D | +4.4% | -7.1% | +11.5% | +4.6% |
| 3M | -1.1% | -13.1% | +12.0% | -0.9% |
| 6M | -13.8% | -1.1% | -12.7% | -13.8% |
| YTD | +2.6% | -35.9% | +38.5% | +3.2% |
| 1Y | +24.5% | -57.4% | +81.9% | +25.7% |
| All | +127.7% | -13.8% | +141.5% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling