-29.5%
UPS vs GGLL
+210.8%
-240.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.0% |
| 7D | +3.8% | +7.7% | -3.9% | +3.1% |
| 30D | +17.4% | -30.2% | +47.6% | +20.6% |
| 3M | +8.2% | -31.3% | +39.5% | +11.1% |
| 6M | +17.9% | -52.1% | +70.0% | +25.0% |
| YTD | +18.7% | -25.9% | +44.6% | +19.1% |
| 1Y | +24.8% | -8.5% | +33.3% | +22.1% |
| 3Y | -4.5% | +165.5% | -170.1% | -24.5% |
| All | -29.5% | +210.8% | -240.3% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling