-22.8%
GIS vs UAL
+131.8%
-154.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.3% | -1.6% |
| 7D | -8.3% | +3.4% | -11.7% | -8.3% |
| 30D | +2.2% | -16.5% | +18.6% | +2.2% |
| 3M | +15.7% | +2.8% | +12.9% | +15.7% |
| 6M | -12.0% | +17.6% | -29.5% | -12.0% |
| YTD | -15.0% | -3.2% | -11.8% | -15.0% |
| 1Y | -20.1% | +0.4% | -20.6% | -20.1% |
| 3Y | -34.6% | +128.2% | -162.8% | -35.5% |
| 5Y | -22.8% | +137.7% | -160.6% | -23.9% |
| All | -22.8% | +131.8% | -154.6% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling