+307.3%
GS vs UPST
-14.8%
+322.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.3% | -1.1% | -5.9% |
| 7D | -6.3% | -10.9% | +4.5% | -5.5% |
| 30D | -3.1% | -7.2% | +4.1% | -2.6% |
| 3M | -17.7% | -26.7% | +9.0% | -15.7% |
| 6M | -4.6% | -29.0% | +24.4% | -2.3% |
| YTD | +0.3% | -49.4% | +49.7% | +5.0% |
| 1Y | +11.7% | -47.0% | +58.7% | +16.3% |
| 3Y | +183.6% | -27.0% | +210.5% | +178.7% |
| 5Y | +141.0% | -93.3% | +234.3% | +139.1% |
| All | +307.3% | -14.8% | +322.1% | +302.5% |
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