+251.3%
UAL vs GFI
+259.9%
-8.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.6% |
| 7D | +0.7% | +3.1% | -2.4% | +0.5% |
| 30D | -16.1% | +27.1% | -43.2% | -17.1% |
| 3M | +6.1% | +21.2% | -15.0% | +5.0% |
| 6M | +10.8% | -4.5% | +15.3% | +10.7% |
| YTD | -0.4% | +11.7% | -12.1% | -1.3% |
| 1Y | +5.0% | +46.0% | -41.0% | +2.8% |
| 3Y | +124.0% | +309.6% | -185.5% | +109.0% |
| 5Y | +141.0% | +506.0% | -365.1% | +118.9% |
| 10Y | +118.0% | +1,009.2% | -891.2% | +89.5% |
| All | +251.3% | +259.9% | -8.6% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling