+206.1%
GLD vs UAL
+80.6%
+125.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -4.6% | -3.0% | -1.5% | -4.6% |
| 30D | -5.5% | +10.5% | -15.9% | -5.5% |
| 3M | -10.9% | -13.5% | +2.6% | -10.9% |
| 6M | -17.4% | +14.2% | -31.7% | -17.4% |
| YTD | -10.3% | -2.2% | -8.1% | -10.4% |
| 1Y | -7.2% | +12.5% | -19.7% | -7.2% |
| 3Y | +96.9% | +186.8% | -89.9% | +98.2% |
| 5Y | +103.8% | +119.4% | -15.6% | +105.1% |
| All | +206.1% | +80.6% | +125.6% | +198.5% |
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