+285.9%
GWW vs UPST
-21.5%
+307.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.3% | +10.0% | +2.1% |
| 7D | +5.5% | -4.5% | +10.0% | +5.7% |
| 30D | +14.4% | -15.3% | +29.7% | +15.2% |
| 3M | +13.7% | -32.4% | +46.2% | +15.5% |
| 6M | +20.1% | -29.5% | +49.6% | +21.5% |
| YTD | +47.1% | -53.3% | +100.4% | +51.0% |
| 1Y | +56.2% | -47.4% | +103.6% | +59.4% |
| 3Y | +90.5% | -2.2% | +92.7% | +84.2% |
| 5Y | +221.2% | -92.0% | +313.3% | +211.3% |
| All | +285.9% | -21.5% | +307.4% | +257.1% |
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