+221.2%
GIS vs UAL
+242.1%
-20.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.6% |
| 7D | -7.8% | +0.7% | -8.6% | -7.9% |
| 30D | +6.6% | -16.1% | +22.7% | +7.2% |
| 3M | +21.0% | +6.1% | +14.8% | +20.6% |
| 6M | -9.1% | +10.8% | -19.9% | -9.6% |
| YTD | -13.6% | -0.4% | -13.2% | -13.9% |
| 1Y | -18.0% | +5.0% | -23.0% | -18.5% |
| 3Y | -33.7% | +124.0% | -157.7% | -36.5% |
| 5Y | -19.4% | +141.0% | -160.4% | -23.8% |
| 10Y | -21.3% | +118.0% | -139.3% | -27.4% |
| All | +221.2% | +242.1% | -20.8% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling