+249.7%
GE vs UAL
+242.1%
+7.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.5% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -11.6% | -16.1% | +4.5% | -8.2% |
| 3M | +3.0% | +6.1% | -3.1% | +1.5% |
| 6M | -0.5% | +10.8% | -11.4% | -3.1% |
| YTD | +9.7% | -0.4% | +10.1% | +8.9% |
| 1Y | +20.0% | +5.0% | +15.0% | +17.2% |
| 3Y | +275.8% | +124.0% | +151.8% | +198.9% |
| 5Y | +429.1% | +141.0% | +288.1% | +304.2% |
| 10Y | +151.2% | +118.0% | +33.2% | +83.4% |
| All | +249.7% | +242.1% | +7.7% | +69.3% |
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