-30.4%
GIS vs UAL
+109.3%
-139.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.6% |
| 7D | +3.6% | +8.2% | -4.6% | +3.5% |
| 30D | +13.9% | +2.3% | +11.6% | +13.9% |
| 3M | +0.3% | -12.7% | +13.0% | +0.3% |
| 6M | +5.0% | +12.7% | -7.7% | +5.0% |
| YTD | -18.4% | +0.8% | -19.2% | -18.4% |
| 1Y | -17.4% | +17.8% | -35.2% | -17.5% |
| 3Y | -36.9% | +206.7% | -243.6% | -37.5% |
| All | -30.4% | +109.3% | -139.6% | -28.8% |
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 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