-16.8%
GIS vs UAL
+98.4%
-115.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -8.6% | -1.1% | -7.5% | -8.6% |
| 30D | -0.5% | -13.4% | +13.0% | -0.4% |
| 3M | +11.9% | -2.3% | +14.2% | +11.9% |
| 6M | -11.6% | +13.3% | -24.9% | -11.6% |
| YTD | -16.3% | -4.2% | -12.1% | -16.3% |
| 1Y | -21.8% | +1.4% | -23.1% | -21.8% |
| 3Y | -35.7% | +125.8% | -161.5% | -36.1% |
| 5Y | -22.9% | +130.0% | -152.8% | -23.5% |
| 10Y | -16.8% | +104.2% | -121.0% | -19.5% |
| All | -16.8% | +98.4% | -115.2% | -19.5% |
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