+746.1%
GS vs UAL
+239.3%
+506.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.6% | -1.8% | -5.3% |
| 7D | -6.3% | +5.0% | -11.4% | -7.4% |
| 30D | -3.1% | -1.2% | -1.9% | -2.9% |
| 3M | -17.7% | -16.8% | -0.9% | -14.1% |
| 6M | -4.6% | +18.0% | -22.5% | -9.0% |
| YTD | +0.3% | -1.2% | +1.5% | -0.6% |
| 1Y | +11.7% | +14.3% | -2.6% | +6.9% |
| 3Y | +183.6% | +194.6% | -11.0% | +110.5% |
| 5Y | +141.0% | +109.6% | +31.3% | +86.4% |
| 10Y | +507.4% | +93.1% | +414.4% | +334.3% |
| All | +746.1% | +239.3% | +506.8% | +279.0% |
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