+206.7%
UAL vs FGI
+1.5%
+205.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.0% |
| 7D | +8.2% | -7.0% | +15.1% | +8.3% |
| 30D | +2.3% | -4.2% | +6.6% | +2.4% |
| 3M | -12.7% | +55.6% | -68.3% | -14.3% |
| 6M | +12.7% | -3.2% | +15.9% | +11.4% |
| YTD | +0.8% | +29.1% | -28.3% | -1.4% |
| 1Y | +17.8% | +51.0% | -33.2% | +14.7% |
| 3Y | +206.7% | +1.5% | +205.2% | +212.8% |
| All | +206.7% | +1.5% | +205.2% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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