+51.9%
UAL vs GLXY
-32.0%
+83.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +13.2% | -15.0% | -3.8% |
| 7D | +2.3% | +14.3% | -12.1% | +0.1% |
| 30D | +13.3% | -19.6% | +33.0% | +15.7% |
| 3M | -6.3% | -20.7% | +14.4% | -4.7% |
| 6M | +22.5% | -49.6% | +72.1% | +32.5% |
| YTD | +5.9% | -28.6% | +34.4% | +3.6% |
| 1Y | +24.7% | -48.0% | +72.7% | +28.4% |
| All | +51.9% | -32.0% | +83.9% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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