-59.0%
GNRC vs UPST
-90.4%
+31.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -1.1% |
| 7D | +3.2% | -8.1% | +11.3% | +5.0% |
| 30D | -9.5% | -14.3% | +4.8% | -6.6% |
| 3M | -28.5% | -16.6% | -11.9% | -25.9% |
| 6M | -10.0% | -7.3% | -2.7% | -10.2% |
| YTD | +36.7% | -40.8% | +77.5% | +48.4% |
| 1Y | +2.6% | -62.4% | +65.0% | +22.2% |
| 3Y | +61.9% | -15.3% | +77.2% | +34.9% |
| 5Y | -59.0% | -91.1% | +32.0% | -61.0% |
| All | -59.0% | -90.4% | +31.4% | -61.0% |
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