+598.0%
UAL vs GNRC
+2,127.0%
-1,529.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -3.0% | +7.9% | -11.0% | -5.4% |
| 30D | +10.5% | -3.7% | +14.1% | +11.0% |
| 3M | -13.5% | -11.9% | -1.5% | -11.3% |
| 6M | +14.2% | -28.6% | +42.8% | +23.7% |
| YTD | -2.2% | +39.9% | -42.1% | -15.1% |
| 1Y | +12.5% | +23.4% | -10.9% | +1.3% |
| 3Y | +186.8% | +84.2% | +102.6% | +125.6% |
| 5Y | +119.4% | -57.3% | +176.7% | +143.4% |
| 10Y | +81.4% | +376.8% | -295.4% | -6.9% |
| All | +598.0% | +2,127.0% | -1,529.0% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling