-26.7%
GPN vs UPST
-14.8%
-11.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.8% | +0.4% | -2.8% |
| 7D | -0.7% | -1.5% | +0.8% | -0.5% |
| 30D | +3.8% | -13.2% | +17.1% | +5.9% |
| 3M | +39.2% | -13.0% | +52.1% | +41.5% |
| 6M | +17.9% | -2.9% | +20.8% | +17.4% |
| YTD | +16.4% | -38.3% | +54.7% | +22.3% |
| 1Y | +3.6% | -60.5% | +64.1% | +14.7% |
| 3Y | -26.7% | -11.7% | -14.9% | -35.9% |
| All | -26.7% | -14.8% | -11.9% | -35.9% |
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