+533.3%
GE vs UPST
-14.4%
+547.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.7% |
| 7D | +6.3% | +4.4% | +1.8% | +5.9% |
| 30D | +8.9% | -7.7% | +16.5% | +9.4% |
| 3M | -9.2% | -28.4% | +19.2% | -7.3% |
| 6M | +13.2% | -23.2% | +36.4% | +14.8% |
| YTD | +9.4% | -49.1% | +58.5% | +13.3% |
| 1Y | +9.8% | -42.4% | +52.1% | +12.7% |
| 3Y | +278.2% | +5.4% | +272.8% | +262.1% |
| 5Y | +396.0% | -92.9% | +488.9% | +382.4% |
| All | +533.3% | -14.4% | +547.8% | +514.5% |
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