-40.1%
GLXY vs UPST
-54.1%
+14.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.4% | +5.9% |
| 7D | -14.6% | -4.9% | -9.7% | -13.1% |
| 30D | -36.2% | -8.9% | -27.3% | -33.1% |
| 3M | -30.1% | -26.3% | -3.8% | -17.4% |
| 6M | -56.1% | -23.7% | -32.4% | -49.5% |
| YTD | -38.9% | -49.9% | +11.0% | -12.8% |
| 1Y | -55.0% | -42.0% | -13.1% | -39.9% |
| All | -40.1% | -54.1% | +14.0% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling