+210.6%
UAL vs GPN
-4.5%
+215.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.1% |
| 7D | +2.3% | +4.3% | -2.1% | +0.1% |
| 30D | +13.3% | +22.1% | -8.8% | +1.6% |
| 3M | -6.3% | +17.1% | -23.4% | -14.5% |
| 6M | +22.5% | +46.7% | -24.2% | -2.2% |
| YTD | +5.9% | +30.8% | -24.9% | -11.2% |
| 1Y | +24.7% | +31.5% | -6.8% | +4.2% |
| All | +210.6% | -4.5% | +215.1% | +180.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling