-54.0%
GME vs UPST
-93.6%
+39.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.1% | +4.2% |
| 7D | +3.7% | -4.9% | +8.6% | +5.0% |
| 30D | +2.2% | -8.9% | +11.1% | +4.5% |
| 3M | +30.6% | -26.3% | +57.0% | +40.9% |
| 6M | -0.2% | -23.7% | +23.5% | +4.8% |
| YTD | +25.1% | -49.9% | +75.0% | +44.5% |
| 1Y | +17.7% | -42.0% | +59.6% | +28.9% |
| 3Y | +85.7% | -25.3% | +111.0% | +52.7% |
| All | -54.0% | -93.6% | +39.5% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling