-30.0%
GLXY vs UPST
-56.9%
+26.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.7% | +12.4% | +12.8% |
| 7D | +14.3% | -12.1% | +26.4% | +23.0% |
| 30D | -19.6% | -13.4% | -6.2% | -13.3% |
| 3M | -20.7% | -31.2% | +10.5% | -2.6% |
| 6M | -49.6% | -28.3% | -21.3% | -39.9% |
| YTD | -28.6% | -53.0% | +24.4% | +5.5% |
| 1Y | -48.0% | -47.2% | -0.9% | -27.1% |
| All | -30.0% | -56.9% | +26.9% | +0.6% |
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