+64.7%
GEN vs UPST
-15.8%
+80.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | +2.3% | -4.9% | +7.2% | +2.5% |
| 30D | +33.1% | -8.9% | +41.9% | +33.7% |
| 3M | +6.5% | -26.3% | +32.8% | +8.3% |
| 6M | +53.8% | -23.7% | +77.5% | +55.8% |
| YTD | +11.2% | -49.9% | +61.2% | +14.9% |
| 1Y | +19.4% | -42.0% | +61.4% | +22.3% |
| 3Y | +81.0% | -25.3% | +106.3% | +76.4% |
| 5Y | +33.4% | -93.4% | +126.8% | +32.3% |
| All | +64.7% | -15.8% | +80.5% | +41.9% |
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