-35.8%
UPS vs GGLL
+328.7%
-364.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.9% |
| 7D | -2.9% | -4.8% | +1.9% | -2.4% |
| 30D | -3.5% | -13.7% | +10.2% | -2.2% |
| 3M | -5.7% | -21.9% | +16.1% | -3.9% |
| 6M | -4.4% | +11.7% | -16.0% | -6.8% |
| YTD | +8.0% | +2.3% | +5.7% | +6.0% |
| 1Y | +29.0% | +76.2% | -47.1% | +18.3% |
| 3Y | -27.7% | +245.0% | -272.7% | -43.6% |
| All | -35.8% | +328.7% | -364.5% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling