+116.6%
GM vs UPST
-24.8%
+141.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -0.2% | -10.6% | +10.5% | +0.8% |
| 30D | +3.6% | -14.0% | +17.5% | +4.8% |
| 3M | -0.2% | -36.8% | +36.6% | +3.8% |
| 6M | +13.9% | -27.5% | +41.5% | +16.7% |
| YTD | +6.5% | -55.3% | +61.7% | +13.2% |
| 1Y | +20.7% | -47.5% | +68.2% | +26.2% |
| 3Y | +229.5% | -10.4% | +239.9% | +211.0% |
| 5Y | +41.5% | -92.6% | +134.1% | +36.2% |
| All | +116.6% | -24.8% | +141.4% | +106.3% |
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