+100.2%
UAL vs GAP
+20.3%
+79.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.5% | +3.3% | +5.4% |
| 7D | +10.2% | 0.0% | +10.2% | +10.2% |
| 30D | +12.0% | -4.3% | +16.3% | +13.9% |
| 3M | -7.1% | +9.4% | -16.5% | -11.4% |
| 6M | +20.9% | -3.3% | +24.2% | +20.1% |
| YTD | +7.7% | -10.5% | +18.2% | +9.8% |
| 1Y | +23.6% | -2.4% | +25.9% | +21.4% |
| 3Y | +222.6% | +80.1% | +142.5% | +118.6% |
| 5Y | +127.9% | +6.5% | +121.5% | +76.8% |
| 10Y | +100.2% | +14.6% | +85.6% | +3.1% |
| All | +100.2% | +20.3% | +79.9% | +3.1% |
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