-17.3%
GIS vs UAL
+80.6%
-97.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.4% |
| 7D | -3.4% | -3.0% | -0.3% | -3.3% |
| 30D | +6.9% | +10.5% | -3.6% | +6.9% |
| 3M | -10.1% | -13.5% | +3.4% | -10.1% |
| 6M | +5.9% | +14.2% | -8.4% | +5.8% |
| YTD | -21.1% | -2.2% | -18.9% | -21.1% |
| 1Y | -22.5% | +12.5% | -35.0% | -22.5% |
| 3Y | -39.0% | +186.8% | -225.8% | -39.4% |
| 5Y | -33.3% | +119.4% | -152.7% | -33.8% |
| All | -17.3% | +80.6% | -97.8% | -16.4% |
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