-17.3%
GIS vs UAL
+97.8%
-115.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.1% |
| 7D | -4.6% | +2.3% | -6.8% | -4.6% |
| 30D | +6.6% | +13.3% | -6.7% | +6.6% |
| 3M | -8.1% | -6.3% | -1.8% | -8.1% |
| 6M | +4.9% | +22.5% | -17.6% | +4.9% |
| YTD | -21.4% | +5.9% | -27.2% | -21.4% |
| 1Y | -21.6% | +24.7% | -46.3% | -21.7% |
| 3Y | -39.3% | +211.6% | -250.9% | -39.7% |
| 5Y | -33.2% | +130.6% | -163.7% | -33.7% |
| 10Y | -17.3% | +96.5% | -113.8% | -16.6% |
| All | -17.3% | +97.8% | -115.1% | -16.6% |
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