+510.2%
GEV vs UAL
+163.9%
+346.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -13.2% | +12.5% | -25.6% | -17.0% |
| 30D | -20.6% | +12.2% | -32.8% | -24.2% |
| 3M | -19.5% | -2.6% | -16.9% | -19.2% |
| 6M | -23.3% | +21.1% | -44.4% | -29.5% |
| YTD | +22.2% | +7.8% | +14.4% | +15.2% |
| 1Y | +37.8% | +25.4% | +12.4% | +22.2% |
| All | +510.2% | +163.9% | +346.3% | +299.2% |
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