+64.1%
GEN vs UPST
-26.3%
+90.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.9% | +3.8% | -2.7% |
| 7D | -3.0% | -13.5% | +10.5% | -2.1% |
| 30D | +24.7% | -19.6% | +44.3% | +26.2% |
| 3M | +4.1% | -34.2% | +38.3% | +6.6% |
| 6M | +36.0% | -31.2% | +67.2% | +38.7% |
| YTD | +10.9% | -56.2% | +67.1% | +15.4% |
| 1Y | +12.2% | -51.7% | +63.8% | +16.1% |
| 3Y | +63.3% | -8.2% | +71.5% | +58.2% |
| 5Y | +29.0% | -92.8% | +121.8% | +28.1% |
| All | +64.1% | -26.3% | +90.5% | +42.6% |
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