+44.4%
GSK vs UPST
-92.5%
+136.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.5% |
| 7D | +1.1% | -10.6% | +11.8% | +1.3% |
| 30D | +6.3% | -14.0% | +20.3% | +6.5% |
| 3M | +1.8% | -36.8% | +38.7% | +2.3% |
| 6M | +1.7% | -27.5% | +29.2% | +1.9% |
| YTD | +6.5% | -55.3% | +61.8% | +7.2% |
| 1Y | +9.5% | -47.5% | +57.0% | +10.0% |
| 3Y | +65.3% | -10.4% | +75.7% | +63.6% |
| All | +44.4% | -92.5% | +136.9% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling