+40.3%
GEHC vs UAL
+204.1%
-163.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +3.7% | +12.5% | -8.7% | +0.8% |
| 30D | +27.3% | +12.2% | +15.1% | +23.6% |
| 3M | +14.7% | -2.6% | +17.3% | +15.0% |
| 6M | +31.9% | +21.1% | +10.9% | +24.2% |
| YTD | +2.2% | +7.8% | -5.6% | -2.1% |
| 1Y | +14.1% | +25.4% | -11.3% | +5.2% |
| 3Y | +21.0% | +217.3% | -196.4% | -16.3% |
| All | +40.3% | +204.1% | -163.7% | -13.0% |
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