+251.3%
UAL vs GPN
+299.5%
-48.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.0% |
| 7D | +0.7% | +0.8% | -0.1% | +0.2% |
| 30D | -16.1% | +5.8% | -21.9% | -19.3% |
| 3M | +6.1% | +37.0% | -30.9% | -14.3% |
| 6M | +10.8% | +20.1% | -9.3% | -3.4% |
| YTD | -0.4% | +20.4% | -20.8% | -14.8% |
| 1Y | +5.0% | +7.4% | -2.4% | -4.0% |
| 3Y | +124.0% | -26.1% | +150.1% | +153.8% |
| 5Y | +141.0% | -38.5% | +179.5% | +194.2% |
| 10Y | +118.0% | +28.4% | +89.6% | +66.0% |
| All | +251.3% | +299.5% | -48.2% | +7.7% |
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