+139.3%
GS vs UAL
+109.3%
+30.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.0% |
| 7D | -3.2% | +8.2% | -11.4% | -5.6% |
| 30D | -2.4% | +2.3% | -4.7% | -3.3% |
| 3M | -15.7% | -12.7% | -3.1% | -12.4% |
| 6M | -6.8% | +12.7% | -19.5% | -11.3% |
| YTD | -0.1% | +0.8% | -0.9% | -2.2% |
| 1Y | +12.1% | +17.8% | -5.7% | +4.5% |
| 3Y | +185.8% | +206.7% | -20.9% | +94.5% |
| All | +139.3% | +109.3% | +30.1% | +71.7% |
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 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