-16.3%
UPST vs GPC
-1.1%
-15.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.2% |
| 7D | -3.5% | +1.2% | -4.7% | -4.1% |
| 30D | -7.1% | +6.0% | -13.1% | -9.5% |
| 3M | -13.1% | +42.6% | -55.7% | -27.2% |
| 6M | -1.1% | +22.8% | -23.9% | -11.1% |
| YTD | -35.9% | +15.5% | -51.3% | -42.3% |
| 1Y | -57.4% | +2.0% | -59.5% | -58.9% |
| All | -16.3% | -1.1% | -15.2% | -28.7% |
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