+255.6%
UAL vs GAP
+104.4%
+151.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.2% | +4.0% |
| 7D | +8.2% | -3.8% | +11.9% | +10.1% |
| 30D | +2.3% | -9.0% | +11.4% | +6.9% |
| 3M | -12.7% | +5.5% | -18.1% | -16.2% |
| 6M | +12.7% | -11.1% | +23.8% | +16.1% |
| YTD | +0.8% | -13.6% | +14.4% | +4.5% |
| 1Y | +17.8% | -2.9% | +20.6% | +15.0% |
| 3Y | +206.7% | +69.6% | +137.1% | +93.3% |
| 5Y | +113.9% | +5.4% | +108.5% | +52.1% |
| 10Y | +97.0% | +17.8% | +79.2% | -4.0% |
| All | +255.6% | +104.4% | +151.2% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling