-14.3%
GME vs UPST
-56.5%
+42.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.2% |
| 7D | +7.2% | -3.5% | +10.8% | +7.6% |
| 30D | +0.8% | -7.1% | +7.9% | +1.4% |
| 3M | -14.0% | -13.1% | -0.9% | -12.8% |
| 6M | -19.7% | -1.1% | -18.6% | -20.2% |
| YTD | -4.6% | -35.9% | +31.3% | -0.5% |
| 1Y | -14.3% | -57.4% | +43.1% | -9.5% |
| All | -14.3% | -56.5% | +42.2% | -9.5% |
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