-33.6%
UPST vs GAP
+26.6%
-60.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.6% |
| 7D | -10.6% | -1.9% | -8.7% | -9.7% |
| 30D | -14.0% | -7.1% | -6.9% | -10.5% |
| 3M | -36.8% | +4.1% | -40.9% | -38.8% |
| 6M | -27.5% | +1.9% | -29.4% | -30.4% |
| YTD | -55.3% | -15.2% | -40.1% | -53.3% |
| 1Y | -47.5% | -10.6% | -36.9% | -47.0% |
| 3Y | -10.4% | +74.6% | -85.0% | -49.3% |
| 5Y | -92.6% | +3.7% | -96.3% | -95.5% |
| All | -33.6% | +26.6% | -60.3% | -62.8% |
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