+251.3%
UAL vs GAP
+111.9%
+139.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | +0.7% | -4.5% | +5.2% | +2.9% |
| 30D | -16.1% | +9.0% | -25.1% | -20.4% |
| 3M | +6.1% | +5.0% | +1.1% | +2.3% |
| 6M | +10.8% | -17.8% | +28.7% | +18.7% |
| YTD | -0.4% | -10.4% | +10.0% | +2.0% |
| 1Y | +5.0% | -3.4% | +8.4% | +2.7% |
| 3Y | +124.0% | +111.5% | +12.5% | +25.5% |
| 5Y | +141.0% | +8.8% | +132.2% | +68.6% |
| 10Y | +118.0% | +32.9% | +85.1% | -2.5% |
| All | +251.3% | +111.9% | +139.5% | -18.7% |
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