-0.5%
GNRC vs UPST
-59.3%
+58.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +1.0% | +2.6% |
| 7D | -0.2% | -8.8% | +8.6% | +1.3% |
| 30D | -15.7% | -12.1% | -3.7% | -14.0% |
| 3M | -27.3% | -19.5% | -7.8% | -24.8% |
| 6M | -12.1% | -6.8% | -5.2% | -12.8% |
| YTD | +37.1% | -41.5% | +78.6% | +46.3% |
| 1Y | -0.5% | -58.9% | +58.4% | +15.1% |
| All | -0.5% | -59.3% | +58.9% | +15.1% |
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