+186.2%
UAL vs GGLL
+184.7%
+1.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.1% | -3.5% |
| 7D | +5.0% | -1.3% | +6.3% | +5.4% |
| 30D | -1.2% | -36.3% | +35.0% | +8.5% |
| 3M | -16.8% | -42.7% | +25.9% | -6.5% |
| 6M | +18.0% | -53.1% | +71.0% | +37.5% |
| YTD | -1.2% | -32.1% | +30.9% | +3.3% |
| 1Y | +14.3% | -20.1% | +34.4% | +13.9% |
| 3Y | +194.6% | +151.7% | +42.9% | +108.9% |
| All | +186.2% | +184.7% | +1.6% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling