+283.4%
GLW vs UPST
-20.9%
+304.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +7.4% |
| 7D | +1.4% | -12.1% | +13.5% | +2.4% |
| 30D | -18.2% | -13.4% | -4.8% | -17.4% |
| 3M | -24.2% | -31.2% | +7.0% | -22.3% |
| 6M | -41.7% | -28.3% | -13.4% | -40.4% |
| YTD | +38.3% | -53.0% | +91.3% | +44.5% |
| 1Y | +38.2% | -47.2% | +85.4% | +43.1% |
| 3Y | +363.4% | -1.5% | +364.9% | +342.6% |
| 5Y | +254.6% | -91.6% | +346.2% | +246.2% |
| All | +283.4% | -20.9% | +304.3% | +253.5% |
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