+25.2%
UAL vs GAP
-4.6%
+29.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.5% | +3.3% | +5.3% |
| 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% | -11.5% |
| 6M | +20.9% | -3.3% | +24.2% | +19.8% |
| YTD | +7.7% | -10.5% | +18.2% | +10.9% |
| All | +25.2% | -4.6% | +29.8% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling