+492.6%
GEV vs UAL
+146.7%
+345.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | -0.3% |
| 7D | -9.8% | +8.2% | -17.9% | -12.7% |
| 30D | -22.3% | +2.3% | -24.7% | -23.3% |
| 3M | -22.6% | -12.7% | -9.9% | -19.3% |
| 6M | -30.7% | +12.7% | -43.4% | -34.8% |
| YTD | +18.7% | +0.8% | +17.9% | +14.6% |
| 1Y | +41.0% | +17.8% | +23.3% | +27.9% |
| All | +492.6% | +146.7% | +345.9% | +296.9% |
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