+51.5%
GM vs UAL
+0.5%
+51.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | -1.1% | -2.0% | +0.9% | -0.5% |
| 30D | -3.4% | -15.7% | +12.3% | +1.4% |
| 3M | +8.7% | +3.6% | +5.1% | +6.5% |
| 6M | +15.4% | +16.9% | -1.5% | +9.1% |
| YTD | +6.6% | -4.8% | +11.4% | +5.0% |
| 1Y | +51.5% | -0.9% | +52.4% | +40.1% |
| All | +51.5% | +0.5% | +51.0% | +40.1% |
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 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