+643.2%
GEV vs UPST
+0.3%
+642.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.8% | +6.9% | +3.8% |
| 7D | +8.1% | -1.5% | +9.6% | +8.4% |
| 30D | -1.9% | -13.2% | +11.3% | +0.5% |
| 3M | +4.1% | -13.0% | +17.0% | +6.3% |
| 6M | +23.2% | -2.9% | +26.1% | +22.2% |
| YTD | +48.9% | -38.3% | +87.2% | +58.3% |
| 1Y | +62.2% | -60.5% | +122.6% | +85.3% |
| All | +643.2% | +0.3% | +642.8% | +628.5% |
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