+37.6%
UAL vs GH
+457.8%
-420.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +2.3% | -8.2% | +10.4% | +3.6% |
| 30D | +13.3% | -4.9% | +18.3% | +14.1% |
| 3M | -6.3% | -6.2% | 0.0% | -5.9% |
| 6M | +22.5% | +60.0% | -37.5% | +12.5% |
| YTD | +5.9% | +51.5% | -45.7% | -2.3% |
| 1Y | +24.7% | +58.4% | -33.7% | +14.2% |
| 3Y | +211.6% | +617.2% | -405.7% | +118.1% |
| 5Y | +130.6% | +47.0% | +83.5% | +81.4% |
| All | +37.6% | +457.8% | -420.2% | -9.7% |
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