+135.3%
UAL vs GFS
-3.9%
+139.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.7% |
| 7D | +3.5% | +2.6% | +0.8% | +2.5% |
| 30D | -16.5% | -16.4% | -0.1% | -11.0% |
| 3M | +2.8% | -41.6% | +44.4% | +23.2% |
| 6M | +17.6% | -3.7% | +21.2% | +12.6% |
| YTD | -3.2% | +29.3% | -32.5% | -19.7% |
| 1Y | +0.4% | +37.1% | -36.7% | -19.2% |
| 3Y | +128.2% | -22.1% | +150.3% | +118.3% |
| All | +135.3% | -3.9% | +139.2% | +92.6% |
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