+25.4%
GEN vs UPST
-88.8%
+114.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.1% |
| 7D | -1.2% | -3.5% | +2.3% | -0.9% |
| 30D | +10.1% | -7.1% | +17.3% | +10.7% |
| 3M | +16.1% | -13.1% | +29.2% | +17.0% |
| 6M | +38.9% | -1.1% | +39.9% | +38.4% |
| YTD | +14.4% | -35.9% | +50.3% | +16.9% |
| 1Y | +5.9% | -57.4% | +63.3% | +10.4% |
| 3Y | +58.8% | -14.9% | +73.7% | +52.1% |
| All | +25.4% | -88.8% | +114.2% | +21.9% |
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 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