-42.0%
UPST vs GGLL
-19.4%
-22.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | -4.9% | +3.1% | -8.0% | -5.6% |
| 30D | -8.9% | -36.3% | +27.5% | +1.7% |
| 3M | -26.3% | -40.4% | +14.0% | -16.4% |
| 6M | -23.7% | -54.6% | +30.9% | -7.8% |
| YTD | -49.9% | -31.1% | -18.8% | -48.0% |
| 1Y | -42.0% | -19.2% | -22.8% | -41.7% |
| All | -42.0% | -19.4% | -22.6% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling