+92.6%
UAL vs GD
+190.6%
-98.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.7% | +2.6% |
| 7D | +8.2% | -5.0% | +13.1% | +12.7% |
| 30D | +2.3% | +8.9% | -6.6% | -5.3% |
| 3M | -12.7% | -8.0% | -4.6% | -7.1% |
| 6M | +12.7% | +2.9% | +9.8% | +8.4% |
| YTD | +0.8% | +7.1% | -6.2% | -7.5% |
| 1Y | +17.8% | +5.9% | +11.9% | +8.9% |
| 3Y | +206.7% | +53.9% | +152.8% | +97.0% |
| 5Y | +113.9% | +95.4% | +18.5% | +2.1% |
| All | +92.6% | +190.6% | -98.0% | -27.8% |
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