+643.2%
GEV vs UAL
+136.9%
+506.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +4.1% |
| 7D | +8.1% | +3.5% | +4.6% | +6.7% |
| 30D | -1.9% | -16.5% | +14.5% | +4.5% |
| 3M | +4.1% | +2.8% | +1.3% | +2.5% |
| 6M | +23.2% | +17.6% | +5.6% | +13.8% |
| YTD | +48.9% | -3.2% | +52.1% | +46.6% |
| 1Y | +62.2% | +0.4% | +61.8% | +56.7% |
| All | +643.2% | +136.9% | +506.3% | +407.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling