+188.5%
UAL vs GGLL
+328.7%
-140.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.1% |
| 7D | +0.7% | -4.8% | +5.5% | +1.9% |
| 30D | -16.1% | -13.7% | -2.4% | -13.2% |
| 3M | +6.1% | -21.9% | +28.0% | +11.2% |
| 6M | +10.8% | +11.7% | -0.8% | +5.1% |
| YTD | -0.4% | +2.3% | -2.7% | -4.0% |
| 1Y | +5.0% | +76.2% | -71.1% | -13.0% |
| 3Y | +124.0% | +245.0% | -121.0% | +48.4% |
| All | +188.5% | +328.7% | -140.1% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling