+52.4%
GEV vs UPST
-48.7%
+101.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +9.4% | -18.7% | -10.6% |
| 7D | -5.1% | -3.1% | -2.0% | -4.7% |
| 30D | -15.8% | -4.0% | -11.8% | -15.4% |
| 3M | -18.2% | -22.9% | +4.7% | -14.8% |
| 6M | -22.4% | -27.1% | +4.8% | -18.9% |
| YTD | +27.7% | -46.5% | +74.3% | +35.6% |
| 1Y | +52.4% | -49.4% | +101.8% | +64.0% |
| All | +52.4% | -48.7% | +101.0% | +64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling