+251.3%
UAL vs GD
+875.2%
-623.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +4.1% |
| 7D | +0.7% | -5.3% | +6.0% | +5.7% |
| 30D | -16.1% | -6.4% | -9.7% | -11.2% |
| 3M | +6.1% | +5.7% | +0.4% | +0.1% |
| 6M | +10.8% | -0.9% | +11.8% | +10.3% |
| YTD | -0.4% | +8.2% | -8.6% | -9.3% |
| 1Y | +5.0% | +13.4% | -8.4% | -8.8% |
| 3Y | +124.0% | +68.5% | +55.5% | +29.3% |
| 5Y | +141.0% | +97.2% | +43.8% | +15.2% |
| 10Y | +118.0% | +190.2% | -72.2% | -27.6% |
| All | +251.3% | +875.2% | -623.9% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling