+117.3%
GM vs UPST
-26.3%
+143.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.9% | +3.9% | -2.3% |
| 7D | -3.4% | -13.5% | +10.1% | -2.1% |
| 30D | +2.7% | -19.6% | +22.3% | +4.6% |
| 3M | -0.4% | -34.2% | +33.8% | +3.3% |
| 6M | +13.3% | -31.2% | +44.5% | +16.6% |
| YTD | +6.8% | -56.2% | +63.0% | +13.7% |
| 1Y | +21.1% | -51.7% | +72.8% | +27.6% |
| 3Y | +231.0% | -8.2% | +239.3% | +211.9% |
| 5Y | +41.9% | -92.8% | +134.7% | +36.9% |
| All | +117.3% | -26.3% | +143.6% | +107.4% |
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