-1.5%
GTLB vs UPST
-59.7%
+58.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.8% | -1.6% | -4.2% |
| 7D | +4.6% | -1.5% | +6.1% | +5.2% |
| 30D | +21.0% | -13.2% | +34.2% | +26.2% |
| 3M | +51.7% | -13.0% | +64.7% | +57.8% |
| 6M | +89.3% | -2.9% | +92.2% | +89.9% |
| YTD | +25.6% | -38.3% | +63.9% | +36.9% |
| 1Y | -1.5% | -60.5% | +58.9% | +13.3% |
| All | -1.5% | -59.7% | +58.2% | +13.3% |
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