+139.2%
UAL vs GH
+23.4%
+115.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -16.1% | -1.1% | -15.0% | -16.1% |
| 3M | +6.1% | +21.3% | -15.2% | +1.2% |
| 6M | +10.8% | +73.5% | -62.7% | -2.1% |
| YTD | -0.4% | +58.0% | -58.4% | -10.5% |
| 1Y | +5.0% | +163.1% | -158.0% | -16.0% |
| 3Y | +124.0% | +361.0% | -237.0% | +51.4% |
| All | +139.2% | +23.4% | +115.7% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling