+23.3%
GME vs UPST
-49.8%
+73.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.7% |
| 7D | +2.9% | -10.6% | +13.6% | +4.1% |
| 30D | -4.8% | -14.0% | +9.2% | -3.4% |
| 3M | +39.2% | -36.8% | +76.0% | +44.8% |
| 6M | +17.1% | -27.5% | +44.6% | +19.5% |
| YTD | +28.7% | -55.3% | +84.0% | +38.2% |
| 1Y | +23.3% | -47.5% | +70.9% | +26.4% |
| All | +23.3% | -49.8% | +73.2% | +26.4% |
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