+41.0%
GEHC vs UPST
+36.2%
+4.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | +5.6% | +4.4% | +1.2% | +5.3% |
| 30D | +27.9% | -7.7% | +35.6% | +28.6% |
| 3M | +17.1% | -28.4% | +45.6% | +20.1% |
| 6M | +32.5% | -23.2% | +55.7% | +34.7% |
| YTD | +2.7% | -49.1% | +51.8% | +7.1% |
| 1Y | +15.3% | -42.4% | +57.6% | +18.9% |
| 3Y | +23.7% | +5.4% | +18.3% | +18.6% |
| All | +41.0% | +36.2% | +4.8% | +20.0% |
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 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