-24.5%
UPST vs GPC
+53.2%
-77.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | 0.0% |
| 7D | +4.4% | +0.8% | +3.6% | +3.9% |
| 30D | -7.7% | -1.1% | -6.6% | -7.4% |
| 3M | -28.4% | -6.6% | -21.8% | -25.1% |
| 6M | -23.2% | +22.2% | -45.4% | -35.6% |
| YTD | -49.1% | +5.1% | -54.2% | -53.9% |
| 1Y | -42.4% | +2.8% | -45.2% | -46.9% |
| 3Y | +5.4% | +2.4% | +3.0% | -10.9% |
| 5Y | -92.9% | +7.8% | -100.7% | -94.4% |
| All | -24.5% | +53.2% | -77.7% | -58.1% |
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