+248.5%
UAL vs GPC
+463.8%
-215.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.1% |
| 7D | +5.0% | +1.7% | +3.3% | +3.6% |
| 30D | -1.2% | -2.3% | +1.1% | +0.4% |
| 3M | -16.8% | -4.5% | -12.3% | -13.8% |
| 6M | +18.0% | +21.6% | -3.6% | -4.5% |
| YTD | -1.2% | +4.0% | -5.2% | -10.9% |
| 1Y | +14.3% | +3.5% | +10.8% | +3.1% |
| 3Y | +194.6% | +2.1% | +192.4% | +147.1% |
| 5Y | +109.6% | +5.5% | +104.2% | +62.4% |
| 10Y | +93.1% | +90.7% | +2.3% | -26.4% |
| All | +248.5% | +463.8% | -215.3% | -73.0% |
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 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