+37.8%
GEV vs UPST
-48.7%
+86.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.3% | +4.4% | -2.6% |
| 7D | -13.2% | -4.5% | -8.7% | -12.6% |
| 30D | -20.6% | -15.3% | -5.3% | -18.6% |
| 3M | -19.5% | -32.4% | +12.9% | -14.3% |
| 6M | -23.3% | -29.5% | +6.2% | -19.4% |
| YTD | +22.2% | -53.3% | +75.6% | +32.2% |
| 1Y | +37.8% | -47.4% | +85.2% | +47.7% |
| All | +37.8% | -48.7% | +86.5% | +47.7% |
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