-90.8%
UPST vs GFI
+524.1%
-614.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.2% | +2.2% |
| 7D | -8.8% | -4.9% | -3.9% | -8.0% |
| 30D | -12.1% | +10.7% | -22.8% | -13.5% |
| 3M | -19.5% | +25.6% | -45.1% | -22.5% |
| 6M | -6.8% | -8.3% | +1.4% | -6.8% |
| YTD | -41.5% | +6.3% | -47.8% | -43.0% |
| 1Y | -58.9% | +22.1% | -80.9% | -61.1% |
| 3Y | -15.2% | +289.2% | -304.3% | -37.3% |
| All | -90.8% | +524.1% | -614.9% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling