+155.5%
GE vs UAL
+94.5%
+61.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.0% |
| 7D | +7.1% | +8.2% | -1.1% | +4.2% |
| 30D | +6.5% | +2.3% | +4.1% | +5.4% |
| 3M | -13.6% | -12.7% | -0.9% | -9.9% |
| 6M | +6.0% | +12.7% | -6.7% | +0.7% |
| YTD | +5.4% | +0.8% | +4.6% | +3.0% |
| 1Y | +6.5% | +17.8% | -11.3% | -1.7% |
| 3Y | +268.6% | +206.7% | +61.9% | +120.7% |
| 5Y | +389.0% | +113.9% | +275.2% | +216.5% |
| All | +155.5% | +94.5% | +61.0% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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