+61.1%
GNRC vs UPST
-16.7%
+77.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -1.2% |
| 7D | +3.2% | -8.1% | +11.3% | +4.7% |
| 30D | -9.5% | -14.3% | +4.8% | -7.2% |
| 3M | -28.5% | -16.6% | -11.9% | -26.4% |
| 6M | -10.0% | -7.3% | -2.7% | -10.2% |
| YTD | +36.7% | -40.8% | +77.5% | +46.3% |
| 1Y | +2.6% | -62.4% | +65.0% | +18.5% |
| All | +61.1% | -16.7% | +77.8% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling