+162.0%
UAL vs GFS
-13.3%
+175.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | +12.5% | -5.3% | +17.7% | +14.3% |
| 30D | +12.2% | -15.8% | +28.0% | +18.4% |
| 3M | -2.6% | -18.6% | +16.1% | +3.6% |
| 6M | +21.1% | -45.0% | +66.0% | +44.0% |
| YTD | +7.8% | +16.8% | -9.0% | -8.3% |
| 1Y | +25.4% | +17.8% | +7.6% | +6.0% |
| 3Y | +217.3% | -21.5% | +238.9% | +199.4% |
| 5Y | +132.9% | -29.3% | +162.2% | +110.0% |
| All | +162.0% | -13.3% | +175.3% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling