+128.2%
UAL vs GWW
+91.5%
+36.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -0.8% |
| 7D | +3.4% | -1.5% | +5.0% | +4.6% |
| 30D | -16.5% | +1.1% | -17.6% | -17.4% |
| 3M | +2.8% | -1.0% | +3.8% | +2.4% |
| 6M | +17.6% | +16.3% | +1.2% | +2.6% |
| YTD | -3.2% | +28.5% | -31.7% | -22.9% |
| 1Y | +0.4% | +30.3% | -29.8% | -21.0% |
| 3Y | +128.2% | +91.6% | +36.6% | +43.8% |
| All | +128.2% | +91.5% | +36.7% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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