+212.5%
GM vs UAL
+83.8%
+128.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.0% | +3.0% | -0.7% |
| 7D | -3.4% | +0.7% | -4.1% | -3.8% |
| 30D | +2.7% | +7.8% | -5.1% | -0.5% |
| 3M | -0.4% | -11.1% | +10.7% | +3.4% |
| 6M | +13.3% | +16.1% | -2.8% | +5.3% |
| YTD | +6.8% | -0.5% | +7.3% | +3.7% |
| 1Y | +21.1% | +11.3% | +9.8% | +12.5% |
| 3Y | +231.0% | +192.8% | +38.2% | +90.6% |
| 5Y | +41.9% | +123.3% | -81.3% | -12.7% |
| All | +212.5% | +83.8% | +128.7% | +77.9% |
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