+15.5%
GEHC vs UAL
+180.9%
-165.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.8% |
| 7D | -4.0% | +0.7% | -4.7% | -4.2% |
| 30D | -2.0% | -16.1% | +14.1% | +2.1% |
| 3M | +8.0% | +6.1% | +1.8% | +5.6% |
| 6M | -12.8% | +10.8% | -23.6% | -16.1% |
| YTD | -15.9% | -0.4% | -15.5% | -17.6% |
| 1Y | -6.9% | +5.0% | -11.9% | -10.4% |
| 3Y | 0.0% | +124.0% | -124.1% | -23.6% |
| All | +15.5% | +180.9% | -165.5% | -26.8% |
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