+158.5%
GRMN vs UPST
-0.4%
+158.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | -1.0% |
| 7D | -1.4% | -8.1% | +6.7% | -0.8% |
| 30D | -13.1% | -14.3% | +1.2% | -12.1% |
| 3M | +14.9% | -16.6% | +31.6% | +16.2% |
| 6M | +13.1% | -7.3% | +20.4% | +13.0% |
| YTD | +35.3% | -40.8% | +76.1% | +39.2% |
| 1Y | +16.0% | -62.4% | +78.4% | +22.8% |
| 3Y | +179.6% | -15.3% | +194.9% | +168.1% |
| 5Y | +75.0% | -91.1% | +166.1% | +68.8% |
| All | +158.5% | -0.4% | +158.9% | +134.4% |
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 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