+39.4%
GM vs UPST
-48.7%
+88.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.4% | -4.8% | +3.2% |
| 7D | +12.1% | -3.1% | +15.2% | +12.4% |
| 30D | +15.2% | -4.0% | +19.2% | +15.5% |
| 3M | +4.9% | -22.9% | +27.8% | +8.4% |
| 6M | +22.6% | -27.1% | +49.7% | +26.8% |
| YTD | +14.4% | -46.5% | +60.9% | +22.8% |
| 1Y | +39.4% | -49.4% | +88.9% | +50.1% |
| All | +39.4% | -48.7% | +88.1% | +50.1% |
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