-38.1%
GLXY vs UPST
-57.2%
+19.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.3% | +5.5% | +2.0% |
| 7D | -16.2% | -4.5% | -11.7% | -15.3% |
| 30D | -30.6% | -15.3% | -15.3% | -24.2% |
| 3M | -27.7% | -32.4% | +4.7% | -10.4% |
| 6M | -53.3% | -29.5% | -23.8% | -43.9% |
| YTD | -36.9% | -53.3% | +16.4% | -6.4% |
| 1Y | -55.6% | -47.4% | -8.3% | -37.6% |
| All | -38.1% | -57.2% | +19.1% | -10.8% |
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