+5.0%
UAL vs GPC
+0.2%
+4.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -16.1% | +5.1% | -21.3% | -17.4% |
| 3M | +6.1% | +41.5% | -35.4% | -6.9% |
| 6M | +10.8% | +21.8% | -11.0% | -1.3% |
| YTD | -0.4% | +14.6% | -15.0% | -14.9% |
| 1Y | +5.0% | +1.3% | +3.8% | -7.5% |
| All | +5.0% | +0.2% | +4.8% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling