+121.1%
GM vs UPST
+7.9%
+113.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.0% |
| 7D | +1.9% | -3.5% | +5.5% | +2.3% |
| 30D | -1.4% | -7.1% | +5.8% | -0.8% |
| 3M | +5.9% | -13.1% | +19.0% | +7.0% |
| 6M | +12.4% | -1.1% | +13.5% | +11.7% |
| YTD | +8.6% | -35.9% | +44.5% | +11.9% |
| 1Y | +52.6% | -57.4% | +110.0% | +62.2% |
| 3Y | +169.7% | -14.9% | +184.5% | +153.7% |
| 5Y | +87.5% | -88.7% | +176.2% | +74.6% |
| All | +121.1% | +7.9% | +113.2% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling