+99.1%
UAL vs GAP
+34.2%
+64.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +3.5% | +1.7% | +1.7% | +2.8% |
| 30D | -16.5% | +9.3% | -25.8% | -20.1% |
| 3M | +2.8% | +6.1% | -3.3% | -0.6% |
| 6M | +17.6% | -2.3% | +19.8% | +16.8% |
| YTD | -3.2% | -10.6% | +7.4% | -0.9% |
| 1Y | +0.4% | -4.4% | +4.9% | -0.6% |
| 3Y | +128.2% | +118.3% | +9.9% | +42.6% |
| 5Y | +137.7% | +12.2% | +125.5% | +80.2% |
| 10Y | +99.1% | +33.7% | +65.4% | +4.9% |
| All | +99.1% | +34.2% | +64.9% | +4.9% |
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