+273.4%
UAL vs GAP
+104.9%
+168.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.9% |
| 7D | +2.3% | -9.3% | +11.6% | +7.1% |
| 30D | +13.3% | -5.5% | +18.8% | +16.3% |
| 3M | -6.3% | +3.5% | -9.8% | -9.0% |
| 6M | +22.5% | +0.7% | +21.8% | +19.0% |
| YTD | +5.9% | -13.4% | +19.2% | +9.7% |
| 1Y | +24.7% | -7.7% | +32.3% | +24.9% |
| 3Y | +211.6% | +74.4% | +137.2% | +93.8% |
| 5Y | +130.6% | +5.3% | +125.2% | +64.3% |
| 10Y | +96.5% | +4.7% | +91.8% | +3.9% |
| All | +273.4% | +104.9% | +168.5% | -12.6% |
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