-44.9%
GPN vs UPST
-21.5%
-23.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -8.3% | +12.2% | +4.6% |
| 7D | +3.7% | -4.5% | +8.2% | +3.9% |
| 30D | +23.6% | -15.3% | +38.9% | +24.9% |
| 3M | +18.3% | -32.4% | +50.7% | +21.8% |
| 6M | +47.8% | -29.5% | +77.3% | +51.3% |
| YTD | +32.6% | -53.3% | +85.9% | +39.5% |
| 1Y | +36.0% | -47.4% | +83.3% | +41.5% |
| 3Y | -3.9% | -2.2% | -1.7% | -8.1% |
| 5Y | -19.4% | -92.0% | +72.7% | -22.9% |
| All | -44.9% | -21.5% | -23.4% | -43.8% |
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