+562.0%
GLD vs UAL
+239.3%
+322.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +0.7% |
| 7D | +1.9% | +5.0% | -3.1% | +2.0% |
| 30D | -1.8% | -1.2% | -0.5% | -1.8% |
| 3M | -3.6% | -16.8% | +13.1% | -4.0% |
| 6M | -10.2% | +18.0% | -28.2% | -9.8% |
| YTD | -5.3% | -1.2% | -4.1% | -5.2% |
| 1Y | +2.5% | +14.3% | -11.9% | +2.9% |
| 3Y | +103.2% | +194.6% | -91.4% | +110.5% |
| 5Y | +121.1% | +109.6% | +11.5% | +128.4% |
| 10Y | +201.9% | +93.1% | +108.8% | +217.0% |
| All | +562.0% | +239.3% | +322.7% | +664.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling