-2.2%
UPST vs GPC
+1.3%
-3.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.5% | -7.9% |
| 7D | -4.5% | +0.4% | -4.8% | -4.5% |
| 30D | -15.3% | -1.8% | -13.5% | -14.8% |
| 3M | -32.4% | -6.6% | -25.9% | -30.5% |
| 6M | -29.5% | +21.3% | -50.8% | -36.2% |
| YTD | -53.3% | +4.3% | -57.6% | -56.0% |
| 1Y | -47.4% | +3.3% | -50.6% | -50.1% |
| 3Y | -2.2% | +0.8% | -3.0% | -23.1% |
| All | -2.2% | +1.3% | -3.5% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling