+159.7%
GILD vs UAL
+112.5%
+47.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.9% |
| 7D | -4.8% | -1.4% | -3.4% | -4.8% |
| 30D | +5.8% | -12.2% | +18.0% | +6.4% |
| 3M | +14.9% | -2.5% | +17.4% | +15.0% |
| 6M | -0.4% | +21.1% | -21.5% | -1.4% |
| YTD | +18.5% | -1.8% | +20.3% | +18.1% |
| 1Y | +25.1% | +0.4% | +24.7% | +24.4% |
| 3Y | +105.9% | +130.3% | -24.4% | +95.8% |
| 5Y | +143.0% | +147.7% | -4.7% | +128.9% |
| All | +159.7% | +112.5% | +47.3% | +155.1% |
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