+25.8%
UAL vs GH
+480.1%
-454.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.8% |
| 7D | +3.5% | -2.1% | +5.5% | +3.8% |
| 30D | -16.5% | -4.5% | -12.0% | -16.0% |
| 3M | +2.8% | +28.9% | -26.1% | -1.8% |
| 6M | +17.6% | +76.5% | -59.0% | +6.5% |
| YTD | -3.2% | +57.6% | -60.8% | -10.8% |
| 1Y | +0.4% | +167.5% | -167.1% | -15.5% |
| 3Y | +128.2% | +377.4% | -249.2% | +68.9% |
| 5Y | +137.7% | +23.8% | +113.9% | +89.0% |
| All | +25.8% | +480.1% | -454.3% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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