+140.2%
UAL vs GWRE
+14.4%
+125.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -2.0% | -30.9% | +28.9% | +6.0% |
| 30D | -15.7% | -20.7% | +5.0% | -12.2% |
| 3M | +3.6% | +20.2% | -16.5% | -4.5% |
| 6M | +16.9% | -11.9% | +28.7% | +15.4% |
| YTD | -4.8% | -30.3% | +25.5% | +1.1% |
| 1Y | -0.9% | -44.6% | +43.7% | +14.0% |
| 3Y | +124.5% | +48.8% | +75.7% | +74.0% |
| 5Y | +140.2% | +14.8% | +125.4% | +110.5% |
| All | +140.2% | +14.4% | +125.7% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling