+200.6%
UAL vs GGLL
+151.4%
+49.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.1% | -3.4% |
| 7D | +5.0% | -1.3% | +6.3% | +5.4% |
| 30D | -1.2% | -36.3% | +35.0% | +9.2% |
| 3M | -16.8% | -42.7% | +25.9% | -5.8% |
| 6M | +18.0% | -53.1% | +71.0% | +39.1% |
| YTD | -1.2% | -32.1% | +30.9% | +3.3% |
| 1Y | +14.3% | -20.1% | +34.4% | +13.1% |
| All | +200.6% | +151.4% | +49.1% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling