+211.6%
GM vs UAL
+80.6%
+131.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.4% |
| 7D | -0.2% | -3.0% | +2.9% | +0.9% |
| 30D | +3.6% | +10.5% | -6.9% | -0.6% |
| 3M | -0.2% | -13.5% | +13.2% | +4.6% |
| 6M | +13.9% | +14.2% | -0.3% | +6.5% |
| YTD | +6.5% | -2.2% | +8.7% | +4.1% |
| 1Y | +20.7% | +12.5% | +8.2% | +11.6% |
| 3Y | +229.5% | +186.8% | +42.6% | +91.2% |
| 5Y | +41.5% | +119.4% | -77.8% | -12.4% |
| All | +211.6% | +80.6% | +131.0% | +78.5% |
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 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