-54.1%
GTLB vs UPST
-94.4%
+40.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.2% | +0.3% |
| 7D | -0.7% | -10.6% | +9.9% | +2.4% |
| 30D | -10.2% | -14.0% | +3.8% | -6.4% |
| 3M | +10.1% | -36.8% | +46.9% | +25.3% |
| 6M | +116.5% | -27.5% | +144.0% | +134.7% |
| YTD | +27.2% | -55.3% | +82.4% | +56.8% |
| 1Y | +8.6% | -47.5% | +56.1% | +26.5% |
| 3Y | +5.6% | -10.4% | +16.0% | -18.7% |
| 5Y | -61.8% | -92.6% | +30.8% | -48.6% |
| All | -54.1% | -94.4% | +40.4% | -27.8% |
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