-55.2%
GLXY vs UPST
-48.7%
-6.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +9.4% | -26.4% | -22.9% |
| 7D | -26.8% | -3.1% | -23.7% | -25.9% |
| 30D | -38.3% | -4.0% | -34.3% | -37.1% |
| 3M | -36.9% | -22.9% | -14.0% | -26.1% |
| 6M | -52.1% | -27.1% | -25.0% | -42.7% |
| YTD | -37.5% | -46.5% | +9.0% | -10.7% |
| 1Y | -55.2% | -49.4% | -5.7% | -34.2% |
| All | -55.2% | -48.7% | -6.5% | -34.2% |
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