+5.0%
UAL vs GFI
+45.3%
-40.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.8% |
| 7D | +0.7% | +3.1% | -2.4% | 0.0% |
| 30D | -16.1% | +27.1% | -43.2% | -20.6% |
| 3M | +6.1% | +21.2% | -15.0% | +0.8% |
| 6M | +10.8% | -4.5% | +15.3% | +9.0% |
| YTD | -0.4% | +11.7% | -12.1% | -4.0% |
| 1Y | +5.0% | +46.0% | -41.0% | -7.6% |
| All | +5.0% | +45.3% | -40.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling