+246.5%
GM vs UAL
+303.6%
-57.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | 0.0% |
| 7D | +1.9% | +0.7% | +1.2% | +1.6% |
| 30D | -1.4% | -16.1% | +14.7% | +4.4% |
| 3M | +5.9% | +6.1% | -0.2% | +3.0% |
| 6M | +12.4% | +10.8% | +1.5% | +7.1% |
| YTD | +8.6% | -0.4% | +9.0% | +6.5% |
| 1Y | +52.6% | +5.0% | +47.6% | +45.7% |
| 3Y | +169.7% | +124.0% | +45.6% | +85.4% |
| 5Y | +87.5% | +141.0% | -53.4% | +21.3% |
| 10Y | +233.0% | +118.0% | +115.0% | +95.5% |
| All | +246.5% | +303.6% | -57.1% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling