+73.7%
UAL vs GFI
+1,288.5%
-1,214.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -3.0% | -8.7% | +5.7% | -2.5% |
| 30D | +10.5% | +0.6% | +9.9% | +10.4% |
| 3M | -13.5% | -7.5% | -6.0% | -13.2% |
| 6M | +14.2% | -18.3% | +32.6% | +15.1% |
| YTD | -2.2% | -13.8% | +11.6% | -1.8% |
| 1Y | +12.5% | -8.8% | +21.3% | +12.7% |
| 3Y | +186.8% | +215.8% | -29.0% | +174.3% |
| 5Y | +119.4% | +301.2% | -181.8% | +105.7% |
| All | +73.7% | +1,288.5% | -1,214.8% | +70.9% |
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