+73.7%
UAL vs GAP
+1.5%
+72.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -3.0% | -1.9% | -1.1% | -2.2% |
| 30D | +10.5% | -7.1% | +17.5% | +13.7% |
| 3M | -13.5% | +4.1% | -17.6% | -15.7% |
| 6M | +14.2% | +1.9% | +12.3% | +11.2% |
| YTD | -2.2% | -15.2% | +13.0% | +1.9% |
| 1Y | +12.5% | -10.6% | +23.1% | +14.6% |
| 3Y | +186.8% | +74.6% | +112.2% | +96.8% |
| 5Y | +119.4% | +3.7% | +115.7% | +71.7% |
| All | +73.7% | +1.5% | +72.2% | -8.6% |
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