+116.6%
GLDM vs UPST
-15.8%
+132.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +4.7% | -4.9% | +9.6% | +4.7% |
| 30D | -0.9% | -8.9% | +8.0% | -0.8% |
| 3M | -4.3% | -26.3% | +22.0% | -4.0% |
| 6M | -13.4% | -23.7% | +10.3% | -13.1% |
| YTD | -5.8% | -49.9% | +44.1% | -5.2% |
| 1Y | +2.1% | -42.0% | +44.0% | +2.5% |
| 3Y | +105.0% | -25.3% | +130.3% | +103.3% |
| 5Y | +122.5% | -93.4% | +215.9% | +122.5% |
| All | +116.6% | -15.8% | +132.4% | +105.6% |
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