-57.4%
UPST vs GFI
+45.3%
-102.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.4% |
| 7D | -3.5% | +3.1% | -6.7% | -4.0% |
| 30D | -7.1% | +27.1% | -34.2% | -10.3% |
| 3M | -13.1% | +21.2% | -34.2% | -16.0% |
| 6M | -1.1% | -4.5% | +3.4% | -3.8% |
| YTD | -35.9% | +11.7% | -47.6% | -37.1% |
| 1Y | -57.4% | +46.0% | -103.5% | -59.9% |
| All | -57.4% | +45.3% | -102.7% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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