+106.2%
UAL vs GFI
+1,066.8%
-960.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.2% |
| 7D | -1.4% | -4.9% | +3.5% | -1.1% |
| 30D | -12.2% | +10.7% | -23.0% | -12.8% |
| 3M | -2.5% | +25.6% | -28.1% | -3.9% |
| 6M | +21.1% | -8.3% | +29.4% | +21.0% |
| YTD | -1.8% | +6.3% | -8.1% | -2.5% |
| 1Y | +0.4% | +22.1% | -21.7% | -0.9% |
| 3Y | +130.3% | +289.2% | -158.9% | +117.6% |
| 5Y | +147.7% | +531.7% | -384.0% | +128.2% |
| All | +106.2% | +1,066.8% | -960.6% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling