+654.3%
GS vs UAL
+118.5%
+535.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.7% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -1.6% | -16.1% | +14.5% | +4.0% |
| 3M | -4.5% | +6.1% | -10.6% | -6.9% |
| 6M | +20.9% | +10.8% | +10.0% | +15.3% |
| YTD | +19.9% | -0.4% | +20.3% | +18.1% |
| 1Y | +41.4% | +5.0% | +36.4% | +36.1% |
| 3Y | +239.2% | +124.0% | +115.1% | +144.9% |
| 5Y | +185.0% | +141.0% | +44.1% | +89.8% |
| All | +654.3% | +118.5% | +535.8% | +370.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling