+42.9%
UAL vs GLXY
+12.0%
+30.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | +0.7% | +13.4% | -12.7% | -1.5% |
| 30D | -16.1% | +38.1% | -54.2% | -20.8% |
| 3M | +6.1% | -7.3% | +13.5% | +5.6% |
| 6M | +10.8% | +8.2% | +2.7% | +6.2% |
| YTD | -0.4% | +17.8% | -18.1% | -8.6% |
| 1Y | +5.0% | +14.9% | -9.9% | -2.0% |
| All | +42.9% | +12.0% | +30.9% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling