+118.6%
GLD vs UPST
-93.6%
+212.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +4.7% | -4.9% | +9.6% | +4.8% |
| 30D | -0.9% | -8.9% | +8.0% | -0.8% |
| 3M | -4.4% | -26.3% | +21.9% | -4.0% |
| 6M | -13.6% | -23.7% | +10.2% | -13.3% |
| YTD | -6.0% | -49.9% | +43.9% | -5.4% |
| 1Y | +1.8% | -42.0% | +43.7% | +2.3% |
| 3Y | +103.2% | -25.3% | +128.5% | +101.4% |
| All | +118.6% | -93.6% | +212.1% | +110.9% |
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