+12.7%
GSK vs UPST
-44.0%
+56.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.4% |
| 7D | +4.9% | +4.4% | +0.5% | +4.8% |
| 30D | +10.8% | -7.7% | +18.5% | +10.9% |
| 3M | -1.8% | -28.4% | +26.6% | -1.3% |
| 6M | +4.1% | -23.2% | +27.3% | +4.4% |
| YTD | +7.9% | -49.1% | +57.0% | +7.5% |
| All | +12.7% | -44.0% | +56.7% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling