+175.2%
GRMN vs UPST
-21.5%
+196.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.2% | -0.5% |
| 7D | +6.3% | -4.5% | +10.8% | +6.7% |
| 30D | +7.6% | -15.3% | +22.9% | +8.8% |
| 3M | -7.5% | -32.4% | +25.0% | -5.0% |
| 6M | +21.2% | -29.5% | +50.8% | +23.8% |
| YTD | +44.0% | -53.3% | +97.4% | +50.6% |
| 1Y | +44.7% | -47.4% | +92.1% | +49.9% |
| 3Y | +160.5% | -2.2% | +162.7% | +149.2% |
| 5Y | +124.6% | -92.0% | +216.7% | +119.6% |
| All | +175.2% | -21.5% | +196.7% | +153.6% |
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 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