+135.3%
UAL vs GTLB
-49.0%
+184.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.9% | +2.4% |
| 7D | +8.2% | -11.1% | +19.2% | +10.8% |
| 30D | +2.3% | -7.5% | +9.8% | +3.7% |
| 3M | -12.7% | +34.8% | -47.5% | -18.7% |
| 6M | +12.7% | +98.0% | -85.3% | -4.2% |
| YTD | +0.8% | +28.1% | -27.3% | -7.0% |
| 1Y | +17.8% | +5.6% | +12.2% | +12.8% |
| 3Y | +206.7% | +15.9% | +190.8% | +175.4% |
| 5Y | +113.9% | -61.1% | +175.0% | +99.9% |
| All | +135.3% | -49.0% | +184.3% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling