-23.4%
UPST vs GGLL
+194.0%
-217.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -8.0% |
| 7D | -4.5% | +5.1% | -9.6% | -6.4% |
| 30D | -15.3% | -35.5% | +20.2% | +0.1% |
| 3M | -32.4% | -39.2% | +6.7% | -18.4% |
| 6M | -29.5% | -54.4% | +24.8% | -5.4% |
| YTD | -53.3% | -29.8% | -23.5% | -50.3% |
| 1Y | -47.4% | -20.4% | -26.9% | -47.9% |
| 3Y | -2.2% | +149.7% | -151.9% | -58.9% |
| All | -23.4% | +194.0% | -217.5% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling