-55.0%
GLXY vs UPST
-47.3%
-7.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.4% | +6.0% |
| 7D | -14.6% | -4.9% | -9.7% | -12.8% |
| 30D | -36.2% | -8.9% | -27.3% | -32.6% |
| 3M | -30.1% | -26.3% | -3.8% | -15.2% |
| 6M | -56.1% | -23.7% | -32.4% | -48.7% |
| YTD | -38.9% | -49.9% | +11.0% | -6.7% |
| 1Y | -55.0% | -42.0% | -13.1% | -39.6% |
| All | -55.0% | -47.3% | -7.7% | -39.6% |
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 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