+164.5%
UAL vs FGI
-70.3%
+234.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.5% | -4.6% |
| 7D | +5.0% | -11.6% | +16.6% | +5.3% |
| 30D | -1.2% | -3.3% | +2.1% | -1.2% |
| 3M | -16.8% | +65.6% | -82.4% | -19.2% |
| 6M | +18.0% | -2.8% | +20.7% | +15.9% |
| YTD | -1.2% | +30.1% | -31.3% | -4.9% |
| 1Y | +14.3% | +50.2% | -35.8% | +9.1% |
| 3Y | +194.6% | -0.4% | +195.0% | +180.9% |
| All | +164.5% | -70.3% | +234.8% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling