+445.6%
GME vs UPST
+3.8%
+441.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.6% |
| 7D | +0.4% | -1.5% | +1.9% | +0.7% |
| 30D | -1.4% | -13.2% | +11.8% | +1.4% |
| 3M | -15.1% | -13.0% | -2.2% | -13.4% |
| 6M | -22.5% | -2.9% | -19.6% | -23.7% |
| YTD | -5.9% | -38.3% | +32.4% | +1.0% |
| 1Y | -18.6% | -60.5% | +41.8% | -5.3% |
| 3Y | +6.7% | -11.7% | +18.4% | -7.0% |
| 5Y | -62.0% | -90.2% | +28.2% | -66.0% |
| All | +445.6% | +3.8% | +441.8% | +674.1% |
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 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