-16.3%
UPST vs GGLL
+245.5%
-261.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.8% |
| 7D | -3.5% | -4.8% | +1.2% | -1.9% |
| 30D | -7.1% | -13.7% | +6.6% | -2.4% |
| 3M | -13.1% | -21.9% | +8.8% | -6.7% |
| 6M | -1.1% | +11.7% | -12.8% | -8.4% |
| YTD | -35.9% | +2.3% | -38.1% | -39.1% |
| 1Y | -57.4% | +76.2% | -133.6% | -67.8% |
| All | -16.3% | +245.5% | -261.8% | -54.6% |
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