+0.4%
UAL vs GTLB
+2.8%
-2.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.6% | -2.1% |
| 7D | +3.5% | +4.6% | -1.1% | +2.9% |
| 30D | -16.5% | +21.0% | -37.4% | -18.5% |
| 3M | +2.8% | +51.7% | -48.9% | -3.2% |
| 6M | +17.6% | +89.3% | -71.7% | +8.0% |
| YTD | -3.2% | +25.6% | -28.8% | -7.1% |
| 1Y | +0.4% | -1.5% | +2.0% | +4.7% |
| All | +0.4% | +2.8% | -2.4% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling