+96.5%
UAL vs GPC
+78.6%
+17.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | +2.3% | -2.1% | +4.4% | +3.9% |
| 30D | +13.3% | -4.5% | +17.9% | +17.0% |
| 3M | -6.3% | -7.7% | +1.4% | -1.1% |
| 6M | +22.5% | +24.3% | -1.8% | +2.5% |
| YTD | +5.9% | +3.5% | +2.4% | -1.5% |
| 1Y | +24.7% | +0.7% | +23.9% | +18.0% |
| 3Y | +211.6% | 0.0% | +211.6% | +179.5% |
| 5Y | +130.6% | +5.8% | +124.7% | +90.0% |
| 10Y | +96.5% | +75.8% | +20.7% | +10.7% |
| All | +96.5% | +78.6% | +17.9% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling