-35.0%
UPST vs GPC
+49.8%
-84.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.1% | -6.3% |
| 7D | -13.5% | -1.3% | -12.2% | -12.6% |
| 30D | -19.6% | -6.0% | -13.6% | -16.2% |
| 3M | -34.2% | -7.6% | -26.6% | -30.6% |
| 6M | -31.2% | +24.2% | -55.4% | -43.1% |
| YTD | -56.2% | +2.7% | -58.9% | -59.7% |
| 1Y | -51.7% | +0.2% | -51.8% | -54.6% |
| 3Y | -8.2% | -0.8% | -7.5% | -20.3% |
| 5Y | -92.8% | +4.4% | -97.2% | -94.2% |
| All | -35.0% | +49.8% | -84.8% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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