-9.6%
UPS vs GGLL
+154.9%
-164.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.5% |
| 7D | 0.0% | +3.1% | -3.1% | -0.1% |
| 30D | +17.3% | -36.3% | +53.7% | +19.9% |
| 3M | +6.6% | -40.4% | +47.0% | +9.2% |
| 6M | +12.0% | -54.6% | +66.6% | +16.5% |
| YTD | +14.4% | -31.1% | +45.5% | +15.0% |
| 1Y | +23.3% | -19.2% | +42.5% | +22.5% |
| 3Y | -9.6% | +151.5% | -161.2% | -19.1% |
| All | -9.6% | +154.9% | -164.6% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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