+107.5%
UAL vs GPC
+83.6%
+23.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.7% |
| 7D | +0.7% | +1.2% | -0.5% | -0.1% |
| 30D | -16.1% | +6.0% | -22.1% | -19.5% |
| 3M | +6.1% | +42.6% | -36.5% | -19.0% |
| 6M | +10.8% | +22.8% | -11.9% | -5.8% |
| YTD | -0.4% | +15.5% | -15.8% | -13.9% |
| 1Y | +5.0% | +2.0% | +3.0% | -0.7% |
| 3Y | +124.0% | -1.4% | +125.4% | +105.0% |
| 5Y | +141.0% | +30.6% | +110.4% | +69.5% |
| All | +107.5% | +83.6% | +23.9% | +13.0% |
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