+137.5%
UAL vs GPN
-18.3%
+155.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | -6.3% | +17.1% | -23.4% | -15.4% |
| 6M | +22.5% | +46.7% | -24.2% | -3.8% |
| YTD | +5.9% | +30.8% | -24.9% | -12.7% |
| 1Y | +24.7% | +31.5% | -6.8% | +2.4% |
| 3Y | +211.6% | -5.1% | +216.7% | +199.6% |
| All | +137.5% | -18.3% | +155.9% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling