+141.6%
UAL vs GFI
+533.3%
-391.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.1% | +4.7% | -5.8% | -1.6% |
| 30D | -13.4% | +14.4% | -27.9% | -14.5% |
| 3M | -2.3% | +32.5% | -34.8% | -5.0% |
| 6M | +13.3% | -7.2% | +20.5% | +12.9% |
| YTD | -4.2% | +10.9% | -15.1% | -5.6% |
| 1Y | +1.4% | +35.5% | -34.1% | -1.2% |
| 3Y | +125.8% | +312.1% | -186.3% | +107.7% |
| All | +141.6% | +533.3% | -391.7% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling