+140.2%
UAL vs GPN
-46.4%
+186.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.6% |
| 7D | -2.0% | -3.5% | +1.5% | 0.0% |
| 30D | -15.7% | +3.1% | -18.8% | -17.4% |
| 3M | +3.6% | +42.3% | -38.7% | -16.0% |
| 6M | +16.9% | +20.9% | -4.0% | +3.3% |
| YTD | -4.8% | +15.2% | -20.0% | -14.5% |
| 1Y | -0.9% | +5.4% | -6.4% | -6.9% |
| 3Y | +124.5% | -27.4% | +151.9% | +153.9% |
| 5Y | +140.2% | -44.2% | +184.4% | +187.1% |
| All | +140.2% | -46.4% | +186.5% | +187.1% |
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