+192.1%
UAL vs GGLL
+188.6%
+3.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.7% |
| 7D | +8.2% | +3.1% | +5.1% | +7.5% |
| 30D | +2.3% | -36.3% | +38.7% | +12.4% |
| 3M | -12.7% | -40.4% | +27.7% | -2.9% |
| 6M | +12.7% | -54.6% | +67.3% | +32.4% |
| YTD | +0.8% | -31.1% | +32.0% | +5.1% |
| 1Y | +17.8% | -19.2% | +37.0% | +17.1% |
| 3Y | +206.7% | +151.5% | +55.2% | +117.4% |
| All | +192.1% | +188.6% | +3.4% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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