-17.0%
GPN vs UPST
-92.3%
+75.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -8.3% | +12.2% | +4.9% |
| 7D | +3.7% | -4.5% | +8.2% | +4.0% |
| 30D | +23.6% | -15.3% | +38.9% | +25.5% |
| 3M | +18.3% | -32.4% | +50.7% | +23.2% |
| 6M | +47.8% | -29.5% | +77.3% | +52.7% |
| YTD | +32.6% | -53.3% | +85.9% | +42.3% |
| 1Y | +36.0% | -47.4% | +83.3% | +43.7% |
| 3Y | -3.9% | -2.2% | -1.7% | -11.6% |
| All | -17.0% | -92.3% | +75.3% | -15.6% |
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