+10.7%
GS vs UAL
+13.6%
-2.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.2% |
| 7D | -3.2% | +8.2% | -11.4% | -6.1% |
| 30D | -2.4% | +2.3% | -4.7% | -3.5% |
| 3M | -15.7% | -12.7% | -3.1% | -11.7% |
| 6M | -6.8% | +12.7% | -19.5% | -13.2% |
| YTD | -0.1% | +0.8% | -0.9% | -2.2% |
| All | +10.7% | +13.6% | -2.9% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling