-13.5%
GNRC vs UPST
-24.8%
+11.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.5% |
| 7D | +7.9% | -10.6% | +18.6% | +9.9% |
| 30D | -3.7% | -14.0% | +10.3% | -1.6% |
| 3M | -11.9% | -36.8% | +24.9% | -5.4% |
| 6M | -28.6% | -27.5% | -1.1% | -25.4% |
| YTD | +39.9% | -55.3% | +95.2% | +55.6% |
| 1Y | +23.4% | -47.5% | +70.9% | +33.3% |
| 3Y | +84.2% | -10.4% | +94.7% | +63.7% |
| 5Y | -57.3% | -92.6% | +35.3% | -58.7% |
| All | -13.5% | -24.8% | +11.3% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling