+128.2%
UAL vs GTLB
-49.4%
+177.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | -3.0% | -0.7% | -2.3% | -2.9% |
| 30D | +10.5% | -10.2% | +20.7% | +12.8% |
| 3M | -13.5% | +10.1% | -23.6% | -15.8% |
| 6M | +14.2% | +116.5% | -102.2% | -4.6% |
| YTD | -2.2% | +27.2% | -29.4% | -9.7% |
| 1Y | +12.5% | +8.6% | +3.9% | +7.1% |
| 3Y | +186.8% | +5.6% | +181.3% | +162.5% |
| 5Y | +119.4% | -61.8% | +181.2% | +105.6% |
| All | +128.2% | -49.4% | +177.5% | +108.5% |
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