-90.7%
UPST vs GWRE
+14.4%
-105.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -1.9% |
| 7D | -12.0% | -30.9% | +19.0% | +14.3% |
| 30D | -16.0% | -20.7% | +4.7% | -3.5% |
| 3M | -17.2% | +20.2% | -37.3% | -36.5% |
| 6M | -10.9% | -11.9% | +1.0% | -14.5% |
| YTD | -42.6% | -30.3% | -12.3% | -32.3% |
| 1Y | -59.8% | -44.6% | -15.2% | -39.5% |
| 3Y | -17.9% | +48.8% | -66.7% | -70.8% |
| 5Y | -90.7% | +14.8% | -105.5% | -94.8% |
| All | -90.7% | +14.4% | -105.2% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling