+151.3%
UAL vs GTLB
-50.0%
+201.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.0% | +8.8% | +7.2% |
| 7D | +10.2% | -9.6% | +19.8% | +12.5% |
| 30D | +12.0% | -14.5% | +26.5% | +15.4% |
| 3M | -7.1% | +20.9% | -28.0% | -11.4% |
| 6M | +20.9% | +81.4% | -60.5% | +4.7% |
| YTD | +7.7% | +25.6% | -17.9% | -0.3% |
| 1Y | +23.6% | +3.4% | +20.1% | +18.8% |
| 3Y | +222.6% | +8.9% | +213.7% | +193.4% |
| 5Y | +127.9% | -64.0% | +191.9% | +115.4% |
| All | +151.3% | -50.0% | +201.3% | +130.2% |
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