+186.8%
UAL vs GWRE
+74.3%
+112.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -3.0% | -2.0% | -1.1% | -2.8% |
| 30D | +10.5% | -4.1% | +14.5% | +10.9% |
| 3M | -13.5% | -13.4% | -0.1% | -12.8% |
| 6M | +14.2% | +26.0% | -11.7% | +5.0% |
| YTD | -2.2% | -21.3% | +19.0% | +1.4% |
| 1Y | +12.5% | -27.5% | +40.0% | +19.9% |
| 3Y | +186.8% | +72.7% | +114.2% | +154.2% |
| All | +186.8% | +74.3% | +112.5% | +154.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling