+537.8%
GE vs UPST
-21.5%
+559.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.3% | +9.0% | +1.3% |
| 7D | +5.4% | -4.5% | +9.9% | +5.7% |
| 30D | +9.6% | -15.3% | +25.0% | +10.7% |
| 3M | -7.7% | -32.4% | +24.7% | -5.5% |
| 6M | +14.0% | -29.5% | +43.6% | +16.3% |
| YTD | +10.2% | -53.3% | +63.5% | +14.7% |
| 1Y | +8.9% | -47.4% | +56.3% | +12.4% |
| 3Y | +273.7% | -2.2% | +275.9% | +259.6% |
| 5Y | +410.2% | -92.0% | +502.3% | +398.3% |
| All | +537.8% | -21.5% | +559.3% | +522.3% |
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