+142.5%
GLD vs UAL
+142.0%
+0.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | +4.4% | -16.1% | +20.5% | +4.6% |
| 3M | -1.1% | +6.1% | -7.2% | -1.2% |
| 6M | -13.8% | +10.8% | -24.6% | -13.9% |
| YTD | +2.6% | -0.4% | +3.0% | +2.4% |
| 1Y | +24.5% | +5.0% | +19.5% | +24.2% |
| 3Y | +125.8% | +124.0% | +1.8% | +127.1% |
| All | +142.5% | +142.0% | +0.5% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling