+251.3%
UAL vs GPC
+525.6%
-274.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.5% |
| 7D | +0.7% | +1.2% | -0.5% | -0.3% |
| 30D | -16.1% | +6.0% | -22.1% | -20.5% |
| 3M | +6.1% | +42.6% | -36.5% | -25.5% |
| 6M | +10.8% | +22.8% | -11.9% | -10.7% |
| YTD | -0.4% | +15.5% | -15.8% | -17.9% |
| 1Y | +5.0% | +2.0% | +3.0% | -3.2% |
| 3Y | +124.0% | -1.4% | +125.4% | +95.3% |
| 5Y | +141.0% | +30.6% | +110.4% | +51.0% |
| 10Y | +118.0% | +80.6% | +37.4% | -8.6% |
| All | +251.3% | +525.6% | -274.3% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling