-16.8%
UPST vs GFI
+292.6%
-309.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.5% |
| 7D | -12.0% | -5.1% | -6.8% | -11.2% |
| 30D | -16.0% | +13.4% | -29.5% | -17.9% |
| 3M | -17.2% | +36.2% | -53.4% | -21.6% |
| 6M | -10.9% | -9.8% | -1.0% | -10.8% |
| YTD | -42.6% | +7.7% | -50.3% | -44.5% |
| 1Y | -59.8% | +27.2% | -87.0% | -62.6% |
| All | -16.8% | +292.6% | -309.4% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling