+206.7%
UAL vs GAP
+67.6%
+139.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.2% | +3.3% |
| 7D | +8.2% | -3.8% | +11.9% | +9.5% |
| 30D | +2.3% | -9.0% | +11.4% | +5.3% |
| 3M | -12.7% | +5.5% | -18.1% | -14.8% |
| 6M | +12.7% | -11.1% | +23.8% | +15.2% |
| YTD | +0.8% | -13.6% | +14.4% | +3.8% |
| 1Y | +17.8% | -2.9% | +20.6% | +17.1% |
| 3Y | +206.7% | +69.6% | +137.1% | +182.8% |
| All | +206.7% | +67.6% | +139.1% | +182.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling