+123.6%
UAL vs GTLB
-50.8%
+174.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -1.1% | -6.6% | +5.4% | +0.3% |
| 30D | -13.4% | +13.7% | -27.2% | -16.0% |
| 3M | -2.3% | +52.9% | -55.2% | -11.3% |
| 6M | +13.3% | +88.5% | -75.2% | -2.9% |
| YTD | -4.2% | +23.4% | -27.7% | -10.6% |
| 1Y | +1.4% | -3.8% | +5.2% | -0.8% |
| 3Y | +125.8% | -11.5% | +137.3% | +114.7% |
| All | +123.6% | -50.8% | +174.4% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling