-54.6%
GTLB vs UPST
-93.7%
+39.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.5% |
| 7D | -9.6% | +4.4% | -14.0% | -10.8% |
| 30D | -14.5% | -7.7% | -6.8% | -12.7% |
| 3M | +20.9% | -28.4% | +49.3% | +32.8% |
| 6M | +81.4% | -23.2% | +104.5% | +93.8% |
| YTD | +25.6% | -49.1% | +74.7% | +49.3% |
| 1Y | +3.4% | -42.4% | +45.8% | +17.5% |
| 3Y | +8.9% | +5.4% | +3.5% | -20.1% |
| 5Y | -64.0% | -92.9% | +28.9% | -49.8% |
| All | -54.6% | -93.7% | +39.0% | -31.2% |
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