+19.9%
GME vs UPST
-51.0%
+70.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.1% | +1.0% |
| 7D | +6.0% | -13.5% | +19.5% | +7.6% |
| 30D | -5.9% | -19.6% | +13.8% | -3.9% |
| 3M | +38.2% | -34.2% | +72.4% | +43.4% |
| 6M | +14.5% | -31.2% | +45.7% | +17.7% |
| YTD | +27.6% | -56.2% | +83.8% | +37.7% |
| 1Y | +19.9% | -51.7% | +71.6% | +24.9% |
| All | +19.9% | -51.0% | +70.9% | +24.9% |
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