-24.4%
UPST vs GGLL
+151.4%
-175.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.5% | -0.8% | -3.8% |
| 7D | -10.9% | -1.3% | -9.6% | -10.3% |
| 30D | -7.2% | -36.3% | +29.0% | +5.8% |
| 3M | -26.7% | -42.7% | +16.0% | -13.6% |
| 6M | -29.0% | -53.1% | +24.1% | -12.1% |
| YTD | -49.4% | -32.1% | -17.3% | -45.9% |
| 1Y | -47.0% | -20.1% | -26.9% | -47.0% |
| All | -24.4% | +151.4% | -175.9% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling