+118.4%
GLDM vs UPST
-14.8%
+133.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +0.9% |
| 7D | +1.9% | -10.9% | +12.8% | +2.0% |
| 30D | -1.7% | -7.2% | +5.5% | -1.6% |
| 3M | -3.5% | -26.7% | +23.2% | -3.2% |
| 6M | -10.1% | -29.0% | +18.9% | -9.7% |
| YTD | -5.0% | -49.4% | +44.3% | -4.5% |
| 1Y | +2.8% | -47.0% | +49.7% | +3.3% |
| 3Y | +105.1% | -27.0% | +132.1% | +103.4% |
| 5Y | +124.3% | -93.3% | +217.6% | +124.3% |
| All | +118.4% | -14.8% | +133.2% | +107.3% |
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