+269.0%
GLW vs UPST
-14.4%
+283.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.6% | +7.6% | +9.1% |
| 7D | -5.9% | +4.4% | -10.3% | -6.2% |
| 30D | -26.0% | -7.7% | -18.3% | -25.6% |
| 3M | -29.9% | -28.4% | -1.5% | -28.4% |
| 6M | -37.8% | -23.2% | -14.6% | -36.7% |
| YTD | +33.1% | -49.1% | +82.2% | +38.3% |
| 1Y | +36.8% | -42.4% | +79.2% | +40.8% |
| 3Y | +356.1% | +5.4% | +350.7% | +333.4% |
| 5Y | +243.8% | -92.9% | +336.7% | +235.4% |
| All | +269.0% | -14.4% | +283.5% | +238.3% |
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