+1.8%
GLD vs UAL
+18.2%
-16.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | +4.7% | +8.2% | -3.4% | +3.6% |
| 30D | -0.9% | +2.3% | -3.2% | -1.4% |
| 3M | -4.4% | -12.7% | +8.3% | -3.3% |
| 6M | -13.6% | +12.7% | -26.3% | -15.4% |
| YTD | -6.0% | +0.8% | -6.8% | -8.5% |
| 1Y | +1.8% | +17.8% | -16.0% | -3.0% |
| All | +1.8% | +18.2% | -16.5% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling