-22.9%
GIS vs UAL
+16.4%
-39.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | -2.0% |
| 7D | -8.1% | +0.7% | -8.8% | -8.0% |
| 30D | +5.3% | +7.8% | -2.5% | +5.4% |
| 3M | -10.5% | -11.1% | +0.5% | -10.5% |
| 6M | +1.8% | +16.1% | -14.3% | +2.1% |
| YTD | -22.9% | -0.5% | -22.4% | -23.4% |
| 1Y | -22.9% | +11.3% | -34.2% | -22.8% |
| All | -22.9% | +16.4% | -39.4% | -22.8% |
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