+198.2%
GIS vs UAL
+269.7%
-71.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.6% | -2.0% |
| 7D | +0.4% | +10.2% | -9.8% | 0.0% |
| 30D | +10.1% | +12.0% | -1.9% | +9.6% |
| 3M | -3.7% | -7.1% | +3.4% | -3.5% |
| 6M | +4.3% | +20.9% | -16.6% | +3.4% |
| YTD | -19.8% | +7.7% | -27.5% | -20.3% |
| 1Y | -20.5% | +23.6% | -44.0% | -21.4% |
| 3Y | -38.3% | +222.6% | -260.9% | -41.8% |
| 5Y | -32.2% | +127.9% | -160.1% | -35.7% |
| 10Y | -18.0% | +100.2% | -118.2% | -24.0% |
| All | +198.2% | +269.7% | -71.5% | +145.1% |
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