-14.4%
GEHC vs UPST
-59.7%
+45.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -2.5% |
| 7D | -5.2% | -1.5% | -3.7% | -5.0% |
| 30D | -7.0% | -13.2% | +6.3% | -5.3% |
| 3M | +3.3% | -13.0% | +16.3% | +4.9% |
| 6M | -10.0% | -2.9% | -7.1% | -10.5% |
| YTD | -18.5% | -38.3% | +19.8% | -14.3% |
| 1Y | -14.4% | -60.5% | +46.0% | -3.4% |
| All | -14.4% | -59.7% | +45.3% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling