+92.6%
GWW vs UPST
-29.4%
+122.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +6.0% | -4.9% | +10.9% | +6.3% |
| 30D | +14.0% | -8.9% | +22.9% | +14.5% |
| 3M | +12.5% | -26.3% | +38.9% | +14.3% |
| 6M | +23.6% | -23.7% | +47.4% | +25.0% |
| YTD | +43.6% | -49.9% | +93.6% | +47.8% |
| 1Y | +52.5% | -42.0% | +94.5% | +55.5% |
| 3Y | +92.6% | -25.3% | +117.9% | +91.2% |
| All | +92.6% | -29.4% | +122.0% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling