+100.0%
UAL vs GNRC
+433.2%
-333.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.3% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -15.7% | -15.8% | +0.1% | -10.8% |
| 3M | +3.6% | -24.0% | +27.6% | +12.7% |
| 6M | +16.9% | -13.8% | +30.7% | +20.7% |
| YTD | -4.8% | +33.2% | -38.0% | -16.0% |
| 1Y | -0.9% | -1.8% | +0.9% | -3.9% |
| 3Y | +124.5% | +57.7% | +66.7% | +82.0% |
| 5Y | +140.2% | -59.7% | +199.9% | +184.3% |
| All | +100.0% | +433.2% | -333.2% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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