+123.2%
GLW vs UPST
-56.5%
+179.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.0% |
| 7D | +3.8% | -3.5% | +7.3% | +4.4% |
| 30D | -1.3% | -7.1% | +5.8% | -0.3% |
| 3M | -21.8% | -13.1% | -8.7% | -20.2% |
| 6M | +6.9% | -1.1% | +8.0% | +6.6% |
| YTD | +77.2% | -35.9% | +113.0% | +82.2% |
| 1Y | +123.2% | -57.4% | +180.7% | +129.3% |
| All | +123.2% | -56.5% | +179.8% | +129.3% |
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 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