+231.1%
GM vs UAL
+112.5%
+118.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.8% |
| 7D | -2.4% | -1.4% | -1.0% | -1.9% |
| 30D | -1.1% | -12.2% | +11.1% | +3.6% |
| 3M | +6.1% | -2.5% | +8.6% | +6.3% |
| 6M | +15.0% | +21.1% | -6.1% | +5.2% |
| YTD | +6.0% | -1.8% | +7.8% | +4.0% |
| 1Y | +47.1% | +0.4% | +46.7% | +41.8% |
| 3Y | +170.5% | +130.3% | +40.2% | +72.7% |
| 5Y | +80.5% | +147.7% | -67.2% | +6.7% |
| All | +231.1% | +112.5% | +118.6% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling