+230.0%
GLW vs UPST
-92.3%
+322.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.3% | +5.0% | -2.5% |
| 7D | -11.1% | -4.5% | -6.6% | -10.7% |
| 30D | -28.4% | -15.3% | -13.1% | -27.4% |
| 3M | -28.8% | -32.4% | +3.6% | -26.4% |
| 6M | -39.8% | -29.5% | -10.3% | -38.0% |
| YTD | +28.7% | -53.3% | +82.1% | +36.2% |
| 1Y | +27.7% | -47.4% | +75.1% | +33.6% |
| 3Y | +331.3% | -2.2% | +333.5% | +302.8% |
| All | +230.0% | -92.3% | +322.3% | +238.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling