+139.2%
UAL vs GAP
+9.0%
+130.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | +0.7% | -4.5% | +5.2% | +2.2% |
| 30D | -16.1% | +9.0% | -25.1% | -19.0% |
| 3M | +6.1% | +5.0% | +1.1% | +3.7% |
| 6M | +10.8% | -17.8% | +28.7% | +16.4% |
| YTD | -0.4% | -10.4% | +10.0% | +1.7% |
| 1Y | +5.0% | -3.4% | +8.4% | +4.1% |
| 3Y | +124.0% | +111.5% | +12.5% | +59.8% |
| All | +139.2% | +9.0% | +130.2% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling