+70.6%
GEN vs UPST
-4.9%
+75.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.2% |
| 7D | +2.0% | -10.6% | +12.7% | +3.1% |
| 30D | +27.7% | -14.0% | +41.7% | +29.4% |
| 3M | +3.3% | -36.8% | +40.1% | +7.4% |
| 6M | +31.8% | -27.5% | +59.3% | +35.2% |
| YTD | +13.5% | -55.3% | +68.8% | +20.2% |
| 1Y | +16.0% | -47.5% | +63.6% | +21.4% |
| 3Y | +70.6% | -10.4% | +81.0% | +71.1% |
| All | +70.6% | -4.9% | +75.5% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling