+82.8%
GM vs UAL
+131.8%
-49.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.3% |
| 7D | +0.4% | +3.5% | -3.1% | -0.8% |
| 30D | -1.8% | -16.5% | +14.6% | +4.2% |
| 3M | +2.6% | +2.8% | -0.1% | +0.7% |
| 6M | +14.6% | +17.6% | -3.0% | +6.6% |
| YTD | +6.2% | -3.2% | +9.4% | +4.9% |
| 1Y | +48.7% | +0.4% | +48.2% | +43.8% |
| 3Y | +168.3% | +128.2% | +40.2% | +74.0% |
| 5Y | +82.8% | +137.7% | -55.0% | +8.6% |
| All | +82.8% | +131.8% | -49.0% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling