+251.1%
GE vs UAL
+270.3%
-19.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +5.4% | +12.5% | -7.1% | +2.7% |
| 30D | +9.6% | +12.2% | -2.6% | +6.8% |
| 3M | -7.7% | -2.6% | -5.1% | -7.4% |
| 6M | +14.0% | +21.1% | -7.0% | +8.8% |
| YTD | +10.2% | +7.8% | +2.3% | +7.3% |
| 1Y | +8.9% | +25.4% | -16.5% | +2.5% |
| 3Y | +273.7% | +217.3% | +56.3% | +175.6% |
| 5Y | +410.2% | +132.9% | +277.3% | +291.8% |
| 10Y | +157.4% | +101.1% | +56.3% | +89.3% |
| All | +251.1% | +270.3% | -19.2% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling