-15.2%
UPST vs GWRE
+50.1%
-65.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -8.8% | -13.2% | +4.5% | -2.7% |
| 30D | -12.1% | -18.6% | +6.5% | -5.5% |
| 3M | -19.5% | +18.9% | -38.4% | -30.4% |
| 6M | -6.8% | -11.0% | +4.1% | -7.4% |
| YTD | -41.5% | -29.9% | -11.6% | -33.6% |
| 1Y | -58.9% | -44.3% | -14.5% | -45.7% |
| 3Y | -15.2% | +51.7% | -66.8% | -58.1% |
| All | -15.2% | +50.1% | -65.2% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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