+169.8%
GRMN vs UPST
-24.8%
+194.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | -0.9% | -10.6% | +9.8% | -0.1% |
| 30D | +1.2% | -14.0% | +15.2% | +2.2% |
| 3M | -8.9% | -36.8% | +27.9% | -6.0% |
| 6M | +23.0% | -27.5% | +50.5% | +25.3% |
| YTD | +41.2% | -55.3% | +96.5% | +48.1% |
| 1Y | +47.5% | -47.5% | +95.0% | +52.8% |
| 3Y | +155.8% | -10.4% | +166.2% | +146.1% |
| 5Y | +120.2% | -92.6% | +212.8% | +116.1% |
| All | +169.8% | -24.8% | +194.6% | +149.4% |
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