+211.8%
GLD vs UAL
+97.8%
+114.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.1% |
| 7D | -2.0% | +2.3% | -4.2% | -2.0% |
| 30D | -4.4% | +13.3% | -17.8% | -4.5% |
| 3M | -8.9% | -6.3% | -2.6% | -9.0% |
| 6M | -16.0% | +22.5% | -38.5% | -16.0% |
| YTD | -7.9% | +5.9% | -13.7% | -8.0% |
| 1Y | -3.9% | +24.7% | -28.5% | -3.9% |
| 3Y | +103.4% | +211.6% | -108.2% | +104.7% |
| 5Y | +109.7% | +130.6% | -20.8% | +111.0% |
| 10Y | +211.8% | +96.5% | +115.4% | +205.3% |
| All | +211.8% | +97.8% | +114.1% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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