+76.8%
UAL vs GAP
+2.4%
+74.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.5% |
| 7D | +0.7% | -5.2% | +5.9% | +2.9% |
| 30D | +7.8% | -6.9% | +14.7% | +10.8% |
| 3M | -11.1% | +5.7% | -16.8% | -13.8% |
| 6M | +16.1% | +0.9% | +15.2% | +13.4% |
| YTD | -0.5% | -14.5% | +14.0% | +3.4% |
| 1Y | +11.3% | -12.1% | +23.4% | +14.1% |
| 3Y | +192.8% | +72.2% | +120.7% | +102.2% |
| 5Y | +123.3% | +4.5% | +118.7% | +74.2% |
| All | +76.8% | +2.4% | +74.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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