+39.3%
GEHC vs UPST
+19.7%
+19.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.3% |
| 7D | +0.8% | -10.6% | +11.4% | +1.7% |
| 30D | +21.3% | -14.0% | +35.3% | +22.7% |
| 3M | +12.6% | -36.8% | +49.4% | +16.6% |
| 6M | +34.3% | -27.5% | +61.8% | +37.1% |
| YTD | +1.4% | -55.3% | +56.7% | +6.9% |
| 1Y | +12.5% | -47.5% | +60.0% | +16.9% |
| 3Y | +19.2% | -10.4% | +29.7% | +15.7% |
| All | +39.3% | +19.7% | +19.6% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling