+514.9%
GEV vs UAL
+139.2%
+375.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.3% |
| 7D | +3.7% | -3.0% | +6.8% | +4.8% |
| 30D | -14.7% | +10.5% | -25.1% | -18.2% |
| 3M | -23.4% | -13.5% | -9.9% | -19.9% |
| 6M | -24.3% | +14.2% | -38.6% | -29.1% |
| YTD | +23.2% | -2.2% | +25.4% | +20.1% |
| 1Y | +44.2% | +12.5% | +31.7% | +33.0% |
| All | +514.9% | +139.2% | +375.6% | +316.0% |
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