+268.6%
GE vs UPST
-29.4%
+298.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.8% |
| 7D | +7.1% | -4.9% | +12.0% | +7.5% |
| 30D | +6.5% | -8.9% | +15.3% | +7.3% |
| 3M | -13.6% | -26.3% | +12.8% | -11.3% |
| 6M | +6.0% | -23.7% | +29.7% | +8.2% |
| YTD | +5.4% | -49.9% | +55.3% | +10.8% |
| 1Y | +6.5% | -42.0% | +48.4% | +10.3% |
| 3Y | +268.6% | -25.3% | +293.9% | +275.1% |
| All | +268.6% | -29.4% | +298.0% | +275.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling