+168.3%
GM vs UAL
+127.4%
+40.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.5% |
| 7D | +0.4% | +3.5% | -3.1% | -0.6% |
| 30D | -1.8% | -16.5% | +14.6% | +3.0% |
| 3M | +2.6% | +2.8% | -0.1% | +1.2% |
| 6M | +14.6% | +17.6% | -3.0% | +8.5% |
| YTD | +6.2% | -3.2% | +9.4% | +5.2% |
| 1Y | +48.7% | +0.4% | +48.2% | +45.0% |
| 3Y | +168.3% | +128.2% | +40.2% | +101.4% |
| All | +168.3% | +127.4% | +40.9% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling