-8.4%
UPST vs GAP
+33.5%
-42.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -1.5% | +1.7% | -3.2% | -2.3% |
| 30D | -13.2% | +9.3% | -22.6% | -18.1% |
| 3M | -13.0% | +6.1% | -19.1% | -16.9% |
| 6M | -2.9% | -2.3% | -0.6% | -5.0% |
| YTD | -38.3% | -10.6% | -27.7% | -37.3% |
| 1Y | -60.5% | -4.4% | -56.0% | -61.6% |
| 3Y | -11.7% | +118.3% | -130.1% | -56.9% |
| 5Y | -90.2% | +12.2% | -102.4% | -94.2% |
| All | -8.4% | +33.5% | -42.0% | -50.0% |
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