+117.8%
UAL vs GD
+190.3%
-72.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +4.0% |
| 7D | +0.7% | -5.3% | +6.0% | +5.4% |
| 30D | -16.1% | -6.4% | -9.7% | -11.5% |
| 3M | +6.1% | +5.7% | +0.4% | +0.4% |
| 6M | +10.8% | -0.9% | +11.8% | +10.5% |
| YTD | -0.4% | +8.2% | -8.6% | -8.8% |
| 1Y | +5.0% | +13.4% | -8.4% | -8.2% |
| 3Y | +124.0% | +68.5% | +55.5% | +31.3% |
| 5Y | +141.0% | +97.2% | +43.8% | +15.1% |
| All | +117.8% | +190.3% | -72.5% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling