+12.0%
GEHC vs UPST
+65.1%
-53.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -2.7% |
| 7D | -5.2% | -1.5% | -3.7% | -5.1% |
| 30D | -7.0% | -13.2% | +6.3% | -5.9% |
| 3M | +3.3% | -13.0% | +16.3% | +4.2% |
| 6M | -10.0% | -2.9% | -7.1% | -10.2% |
| YTD | -18.5% | -38.3% | +19.8% | -16.2% |
| 1Y | -14.4% | -60.5% | +46.0% | -9.4% |
| 3Y | +3.4% | -11.7% | +15.2% | -0.8% |
| All | +12.0% | +65.1% | -53.2% | -6.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling