+39.4%
GM vs UAL
+22.8%
+16.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.0% | -3.3% | +2.1% |
| 7D | +12.1% | +11.9% | +0.1% | +8.2% |
| 30D | +15.2% | +5.2% | +10.0% | +13.2% |
| 3M | +4.9% | -12.7% | +17.6% | +9.3% |
| 6M | +22.6% | +28.5% | -5.9% | +11.1% |
| YTD | +14.4% | +3.5% | +10.9% | +9.6% |
| 1Y | +39.4% | +27.5% | +11.9% | +22.5% |
| All | +39.4% | +22.8% | +16.6% | +22.5% |
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