+105.3%
GLD vs UAL
+190.9%
-85.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | +4.7% | +8.2% | -3.4% | +4.3% |
| 30D | -0.9% | +2.3% | -3.2% | -1.1% |
| 3M | -4.4% | -12.7% | +8.3% | -4.1% |
| 6M | -13.6% | +12.7% | -26.3% | -14.0% |
| YTD | -6.0% | +0.8% | -6.8% | -6.6% |
| 1Y | +1.8% | +17.8% | -16.0% | +1.0% |
| All | +105.3% | +190.9% | -85.6% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling