+141.8%
UAL vs GFS
-9.0%
+150.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.8% |
| 7D | +0.7% | +17.2% | -16.5% | -5.0% |
| 30D | +7.8% | -8.7% | +16.5% | +10.3% |
| 3M | -11.1% | -19.7% | +8.6% | -5.0% |
| 6M | +16.1% | -40.7% | +56.8% | +34.2% |
| YTD | -0.5% | +22.5% | -23.0% | -16.9% |
| 1Y | +11.3% | +25.2% | -13.9% | -8.1% |
| 3Y | +192.8% | -17.7% | +210.5% | +171.3% |
| 5Y | +123.3% | -23.5% | +146.8% | +95.8% |
| All | +141.8% | -9.0% | +150.8% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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