+25.2%
UAL vs GTLB
+3.0%
+22.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.0% | +8.8% | +7.0% |
| 7D | +10.2% | -9.6% | +19.8% | +11.5% |
| 30D | +12.0% | -14.5% | +26.5% | +14.0% |
| 3M | -7.1% | +20.9% | -28.0% | -9.5% |
| 6M | +20.9% | +81.4% | -60.5% | +11.7% |
| YTD | +7.7% | +25.6% | -17.9% | +2.9% |
| All | +25.2% | +3.0% | +22.2% | +20.6% |
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