-17.4%
GIS vs UAL
+22.8%
-40.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.0% | -2.8% | +5.1% |
| 7D | +8.5% | +11.9% | -3.4% | +8.5% |
| 30D | +15.3% | +5.2% | +10.1% | +15.2% |
| 3M | +0.9% | -12.7% | +13.7% | +1.0% |
| 6M | +7.9% | +28.5% | -20.6% | +8.3% |
| YTD | -17.6% | +3.5% | -21.1% | -18.1% |
| 1Y | -17.4% | +27.5% | -44.9% | -17.2% |
| All | -17.4% | +22.8% | -40.2% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling