+105.9%
GILD vs UAL
+130.7%
-24.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | -4.8% | -1.4% | -3.4% | -4.7% |
| 30D | +5.8% | -12.2% | +18.0% | +6.7% |
| 3M | +14.9% | -2.5% | +17.4% | +14.9% |
| 6M | -0.4% | +21.1% | -21.5% | -2.0% |
| YTD | +18.5% | -1.8% | +20.3% | +17.7% |
| 1Y | +25.1% | +0.4% | +24.7% | +23.9% |
| 3Y | +105.9% | +130.3% | -24.4% | +85.2% |
| All | +105.9% | +130.7% | -24.8% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling