-4.8%
UPST vs GPC
+68.3%
-73.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.5% |
| 7D | -3.5% | +1.2% | -4.7% | -4.4% |
| 30D | -7.1% | +6.0% | -13.1% | -10.8% |
| 3M | -13.1% | +42.6% | -55.7% | -34.5% |
| 6M | -1.1% | +22.8% | -23.9% | -16.8% |
| YTD | -35.9% | +15.5% | -51.3% | -45.4% |
| 1Y | -57.4% | +2.0% | -59.5% | -59.9% |
| 3Y | -14.9% | -1.4% | -13.4% | -22.1% |
| 5Y | -88.7% | +30.6% | -119.3% | -91.8% |
| All | -4.8% | +68.3% | -73.2% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling