+161.6%
UAL vs GFS
-13.5%
+175.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.9% | +5.0% |
| 7D | +10.2% | -3.1% | +13.3% | +11.0% |
| 30D | +12.0% | -16.0% | +28.0% | +18.3% |
| 3M | -7.1% | -24.7% | +17.6% | +1.7% |
| 6M | +20.9% | -45.1% | +66.0% | +43.9% |
| YTD | +7.7% | +16.5% | -8.8% | -8.3% |
| 1Y | +23.6% | +19.3% | +4.2% | +3.9% |
| 3Y | +222.6% | -20.0% | +242.5% | +202.0% |
| 5Y | +127.9% | -32.0% | +160.0% | +108.0% |
| All | +161.6% | -13.5% | +175.1% | +120.0% |
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