+12.0%
GEHC vs UAL
+173.0%
-161.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.3% |
| 7D | -5.2% | +3.5% | -8.6% | -6.0% |
| 30D | -7.0% | -16.5% | +9.5% | -3.0% |
| 3M | +3.3% | +2.8% | +0.5% | +1.9% |
| 6M | -10.0% | +17.6% | -27.6% | -14.6% |
| YTD | -18.5% | -3.2% | -15.3% | -19.6% |
| 1Y | -14.4% | +0.4% | -14.8% | -16.7% |
| 3Y | +3.4% | +128.2% | -124.7% | -21.5% |
| All | +12.0% | +173.0% | -161.0% | -28.6% |
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