-28.1%
UPST vs GGLL
+217.5%
-245.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.4% | -8.4% |
| 7D | -13.5% | +11.5% | -25.0% | -17.6% |
| 30D | -19.6% | -31.2% | +11.6% | -7.8% |
| 3M | -34.2% | -28.7% | -5.5% | -25.9% |
| 6M | -31.2% | -47.2% | +16.0% | -13.6% |
| YTD | -56.2% | -24.3% | -32.0% | -55.0% |
| 1Y | -51.7% | -12.0% | -39.7% | -54.3% |
| 3Y | -8.2% | +169.6% | -177.9% | -62.7% |
| All | -28.1% | +217.5% | -245.6% | -77.3% |
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