+168.3%
GM vs UPST
-14.8%
+183.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.8% |
| 7D | +0.4% | -1.5% | +1.9% | +0.6% |
| 30D | -1.8% | -13.2% | +11.4% | -0.2% |
| 3M | +2.6% | -13.0% | +15.6% | +4.1% |
| 6M | +14.6% | -2.9% | +17.4% | +13.9% |
| YTD | +6.2% | -38.3% | +44.5% | +11.0% |
| 1Y | +48.7% | -60.5% | +109.1% | +62.7% |
| 3Y | +168.3% | -11.7% | +180.1% | +144.8% |
| All | +168.3% | -14.8% | +183.1% | +144.8% |
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 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