-52.2%
GPN vs UPST
-3.5%
-48.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.8% | +2.0% |
| 7D | -3.5% | -12.0% | +8.5% | -2.5% |
| 30D | +3.1% | -16.0% | +19.2% | +4.6% |
| 3M | +42.3% | -17.2% | +59.5% | +44.3% |
| 6M | +20.9% | -10.9% | +31.7% | +21.5% |
| YTD | +15.2% | -42.6% | +57.8% | +19.5% |
| 1Y | +5.4% | -59.8% | +65.2% | +12.0% |
| 3Y | -27.4% | -17.9% | -9.5% | -30.3% |
| 5Y | -44.2% | -90.7% | +46.5% | -47.3% |
| All | -52.2% | -3.5% | -48.7% | -51.8% |
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 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