+40.1%
UAL vs GH
+459.8%
-419.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +12.5% | -11.2% | +23.7% | +14.5% |
| 30D | +12.2% | -7.2% | +19.4% | +13.4% |
| 3M | -2.6% | -7.1% | +4.5% | -2.0% |
| 6M | +21.1% | +62.3% | -41.3% | +10.9% |
| YTD | +7.8% | +52.1% | -44.3% | -0.5% |
| 1Y | +25.4% | +58.6% | -33.2% | +14.8% |
| 3Y | +217.3% | +619.9% | -402.5% | +122.0% |
| 5Y | +132.9% | +49.7% | +83.2% | +82.9% |
| All | +40.1% | +459.8% | -419.7% | -8.1% |
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