-17.9%
UPST vs GGLL
+188.6%
-206.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.7% |
| 7D | -4.9% | +3.1% | -8.0% | -6.0% |
| 30D | -8.9% | -36.3% | +27.5% | +8.2% |
| 3M | -26.3% | -40.4% | +14.0% | -10.3% |
| 6M | -23.7% | -54.6% | +30.9% | +2.6% |
| YTD | -49.9% | -31.1% | -18.8% | -46.3% |
| 1Y | -42.0% | -19.2% | -22.8% | -43.3% |
| 3Y | -25.3% | +151.5% | -176.8% | -69.1% |
| All | -17.9% | +188.6% | -206.5% | -72.9% |
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