+620.7%
GEV vs UPST
+4.3%
+616.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.3% |
| 7D | +3.3% | -3.5% | +6.8% | +4.0% |
| 30D | -7.5% | -7.1% | -0.3% | -6.4% |
| 3M | -2.2% | -13.1% | +10.9% | -0.1% |
| 6M | +12.1% | -1.1% | +13.2% | +10.9% |
| YTD | +44.4% | -35.9% | +80.2% | +52.5% |
| 1Y | +57.7% | -57.4% | +115.1% | +77.7% |
| All | +620.7% | +4.3% | +616.4% | +601.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling