+32.1%
GLW vs UPST
-44.0%
+76.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.6% | +7.6% | +9.0% |
| 7D | -5.9% | +4.4% | -10.3% | -6.5% |
| 30D | -26.0% | -7.7% | -18.3% | -24.9% |
| 3M | -29.9% | -28.4% | -1.5% | -25.7% |
| 6M | -37.8% | -23.2% | -14.6% | -34.4% |
| YTD | +33.1% | -49.1% | +82.2% | +42.8% |
| All | +32.1% | -44.0% | +76.1% | +35.4% |
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