+106.2%
UAL vs GWRE
+131.0%
-24.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | -1.4% | -13.2% | +11.8% | +2.5% |
| 30D | -12.2% | -18.6% | +6.4% | -8.6% |
| 3M | -2.5% | +18.9% | -21.4% | -10.4% |
| 6M | +21.1% | -11.0% | +32.1% | +18.8% |
| YTD | -1.8% | -29.9% | +28.1% | +3.7% |
| 1Y | +0.4% | -44.3% | +44.8% | +14.8% |
| 3Y | +130.3% | +51.7% | +78.6% | +77.9% |
| 5Y | +147.7% | +15.4% | +132.2% | +105.5% |
| All | +106.2% | +131.0% | -24.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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