-56.9%
GNRC vs UPST
-92.2%
+35.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.6% |
| 7D | +2.5% | -12.1% | +14.5% | +5.5% |
| 30D | -11.2% | -13.4% | +2.3% | -8.7% |
| 3M | -10.1% | -31.2% | +21.1% | -3.3% |
| 6M | -28.5% | -28.3% | -0.2% | -24.2% |
| YTD | +42.3% | -53.0% | +95.2% | +61.5% |
| 1Y | +22.8% | -47.2% | +70.0% | +35.4% |
| 3Y | +87.3% | -1.5% | +88.8% | +50.2% |
| 5Y | -56.9% | -91.6% | +34.8% | -58.7% |
| All | -56.9% | -92.2% | +35.3% | -58.7% |
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