+273.4%
UAL vs GPN
+333.9%
-60.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.0% |
| 7D | +2.3% | +4.3% | -2.1% | -0.5% |
| 30D | +13.3% | +22.1% | -8.8% | -1.3% |
| 3M | -6.3% | +17.1% | -23.4% | -16.8% |
| 6M | +22.5% | +46.7% | -24.2% | -6.8% |
| YTD | +5.9% | +30.8% | -24.9% | -15.4% |
| 1Y | +24.7% | +31.5% | -6.8% | -0.7% |
| 3Y | +211.6% | -5.1% | +216.7% | +195.6% |
| 5Y | +130.6% | -18.1% | +148.7% | +132.6% |
| 10Y | +96.5% | +53.1% | +43.3% | +32.0% |
| All | +273.4% | +333.9% | -60.5% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling