-52.0%
GTLB vs UPST
-92.0%
+40.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +11.1% | -3.5% | +14.6% | +12.3% |
| 30D | +37.8% | -7.1% | +44.9% | +40.8% |
| 3M | +61.6% | -13.1% | +74.7% | +67.5% |
| 6M | +98.9% | -1.1% | +100.0% | +96.6% |
| YTD | +32.8% | -35.9% | +68.6% | +47.9% |
| 1Y | +14.7% | -57.4% | +72.1% | +41.3% |
| 3Y | +1.3% | -14.9% | +16.2% | -20.9% |
| All | -52.0% | -92.0% | +40.0% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling