-47.6%
UPST vs GGLL
-19.1%
-28.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -8.1% |
| 7D | -4.5% | +5.1% | -9.6% | -5.7% |
| 30D | -15.3% | -35.5% | +20.2% | -5.5% |
| 3M | -32.4% | -39.2% | +6.7% | -23.5% |
| 6M | -29.5% | -54.4% | +24.8% | -14.3% |
| YTD | -53.3% | -29.8% | -23.5% | -52.0% |
| All | -47.6% | -19.1% | -28.5% | -47.9% |
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 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