+88.8%
UAL vs GD
+192.5%
-103.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.2% | -2.6% |
| 7D | +5.0% | -3.9% | +8.9% | +8.4% |
| 30D | -1.2% | +8.1% | -9.3% | -8.0% |
| 3M | -16.8% | -6.8% | -10.0% | -12.5% |
| 6M | +18.0% | +3.0% | +15.0% | +13.3% |
| YTD | -1.2% | +7.8% | -9.0% | -9.9% |
| 1Y | +14.3% | +5.8% | +8.5% | +5.9% |
| 3Y | +194.6% | +55.3% | +139.3% | +87.7% |
| 5Y | +109.6% | +96.7% | +12.9% | -0.4% |
| All | +88.8% | +192.5% | -103.7% | -29.6% |
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