+0.4%
UAL vs GFI
+26.4%
-26.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.4% |
| 7D | -1.4% | -4.9% | +3.5% | -0.4% |
| 30D | -12.2% | +10.7% | -23.0% | -14.3% |
| 3M | -2.5% | +25.6% | -28.1% | -8.0% |
| 6M | +21.1% | -8.3% | +29.4% | +20.1% |
| YTD | -1.8% | +6.3% | -8.1% | -4.2% |
| 1Y | +0.4% | +22.1% | -21.7% | -4.0% |
| All | +0.4% | +26.4% | -26.0% | -4.0% |
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