+68.4%
GSK vs UPST
+3.8%
+64.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -2.7% |
| 7D | -4.2% | -1.5% | -2.7% | -4.2% |
| 30D | -7.5% | -13.2% | +5.7% | -7.4% |
| 3M | -3.3% | -13.0% | +9.7% | -3.2% |
| 6M | -9.3% | -2.9% | -6.4% | -9.4% |
| YTD | +1.6% | -38.3% | +39.9% | +1.9% |
| 1Y | +25.5% | -60.5% | +85.9% | +26.3% |
| 3Y | +49.3% | -11.7% | +61.0% | +47.8% |
| 5Y | +46.7% | -90.2% | +136.8% | +45.5% |
| All | +68.4% | +3.8% | +64.6% | +66.8% |
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