-24.5%
UPST vs GAP
+33.6%
-58.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.8% | -0.2% |
| 7D | +4.4% | 0.0% | +4.4% | +4.5% |
| 30D | -7.7% | -4.3% | -3.4% | -5.4% |
| 3M | -28.4% | +9.4% | -37.8% | -32.6% |
| 6M | -23.2% | -3.3% | -19.9% | -24.2% |
| YTD | -49.1% | -10.5% | -38.6% | -48.4% |
| 1Y | -42.4% | -2.4% | -40.0% | -44.4% |
| 3Y | +5.4% | +80.1% | -74.7% | -41.2% |
| 5Y | -92.9% | +6.5% | -99.4% | -95.8% |
| All | -24.5% | +33.6% | -58.1% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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