+251.0%
GM vs UAL
+328.9%
-77.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.8% |
| 7D | -3.8% | +2.3% | -6.1% | -4.6% |
| 30D | +7.9% | +13.3% | -5.4% | +3.2% |
| 3M | -0.3% | -6.3% | +6.0% | +1.3% |
| 6M | +18.6% | +22.5% | -3.9% | +9.2% |
| YTD | +10.0% | +5.9% | +4.2% | +5.2% |
| 1Y | +25.9% | +24.7% | +1.2% | +13.7% |
| 3Y | +241.2% | +211.6% | +29.6% | +108.9% |
| 5Y | +50.0% | +130.6% | -80.5% | -1.5% |
| 10Y | +215.1% | +96.5% | +118.6% | +87.7% |
| All | +251.0% | +328.9% | -77.9% | +49.2% |
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