+639.1%
GME vs UPST
-14.4%
+653.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.5% |
| 7D | +5.8% | +4.4% | +1.4% | +4.8% |
| 30D | -3.7% | -7.7% | +4.0% | -2.3% |
| 3M | +33.6% | -28.4% | +62.0% | +42.4% |
| 6M | +5.4% | -23.2% | +28.6% | +9.3% |
| YTD | +27.4% | -49.1% | +76.6% | +41.9% |
| 1Y | +19.0% | -42.4% | +61.4% | +28.1% |
| 3Y | +101.5% | +5.4% | +96.1% | +72.0% |
| 5Y | -50.5% | -92.9% | +42.5% | -54.2% |
| All | +639.1% | -14.4% | +653.5% | +987.5% |
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 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