+33.0%
GEN vs UPST
-92.3%
+125.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.3% | +9.0% | +1.3% |
| 7D | +1.0% | -4.5% | +5.5% | +1.3% |
| 30D | +29.1% | -15.3% | +44.4% | +30.5% |
| 3M | +2.9% | -32.4% | +35.3% | +5.6% |
| 6M | +33.6% | -29.5% | +63.1% | +36.4% |
| YTD | +12.0% | -53.3% | +65.4% | +17.0% |
| 1Y | +16.2% | -47.4% | +63.5% | +20.2% |
| 3Y | +65.1% | -2.2% | +67.3% | +58.1% |
| All | +33.0% | -92.3% | +125.3% | +37.9% |
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