+100.0%
UAL vs GPN
+28.6%
+71.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.7% |
| 7D | -2.0% | -3.5% | +1.5% | +0.2% |
| 30D | -15.7% | +3.1% | -18.8% | -17.6% |
| 3M | +3.6% | +42.3% | -38.7% | -18.3% |
| 6M | +16.9% | +20.9% | -4.0% | +1.5% |
| YTD | -4.8% | +15.2% | -20.0% | -16.1% |
| 1Y | -0.9% | +5.4% | -6.4% | -8.2% |
| 3Y | +124.5% | -27.4% | +151.9% | +157.8% |
| 5Y | +140.2% | -44.2% | +184.4% | +217.4% |
| All | +100.0% | +28.6% | +71.4% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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