+186.8%
UAL vs GFS
-19.0%
+205.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.8% |
| 7D | -3.0% | +7.4% | -10.4% | -5.4% |
| 30D | +10.5% | -15.3% | +25.7% | +16.0% |
| 3M | -13.5% | -21.1% | +7.6% | -7.2% |
| 6M | +14.2% | -44.5% | +58.7% | +34.1% |
| YTD | -2.2% | +19.2% | -21.5% | -20.1% |
| 1Y | +12.5% | +27.2% | -14.7% | -11.0% |
| 3Y | +186.8% | -20.1% | +207.0% | +153.5% |
| All | +186.8% | -19.0% | +205.9% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling