+106.4%
UAL vs GME
+237.5%
-131.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.7% |
| 7D | +3.5% | +0.4% | +3.0% | +3.4% |
| 30D | -16.5% | -1.4% | -15.0% | -16.4% |
| 3M | +2.8% | -15.1% | +17.9% | +3.9% |
| 6M | +17.6% | -22.5% | +40.0% | +19.5% |
| YTD | -3.2% | -5.9% | +2.7% | -3.1% |
| 1Y | +0.4% | -18.6% | +19.1% | +1.5% |
| 3Y | +128.2% | +6.7% | +121.5% | +108.2% |
| 5Y | +137.7% | -62.0% | +199.7% | +124.4% |
| All | +106.4% | +237.5% | -131.1% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling