+627.7%
GEV vs UAL
+134.4%
+493.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | +3.2% | -1.1% | +4.3% | +3.5% |
| 30D | -4.0% | -13.4% | +9.4% | +1.0% |
| 3M | +3.4% | -2.3% | +5.7% | +3.8% |
| 6M | +14.7% | +13.3% | +1.4% | +7.4% |
| YTD | +45.8% | -4.2% | +50.0% | +44.1% |
| 1Y | +57.4% | +1.4% | +56.0% | +51.5% |
| All | +627.7% | +134.4% | +493.2% | +399.2% |
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