+101.1%
UAL vs GME
+483.4%
-382.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.2% |
| 7D | +12.5% | +4.8% | +7.7% | +12.1% |
| 30D | +12.2% | -4.3% | +16.4% | +12.6% |
| 3M | -2.6% | +35.3% | -37.9% | -4.9% |
| 6M | +21.1% | +4.7% | +16.3% | +20.3% |
| YTD | +7.8% | +26.6% | -18.8% | +5.4% |
| 1Y | +25.4% | +18.3% | +7.1% | +23.2% |
| 3Y | +217.3% | +102.8% | +114.6% | +175.9% |
| 5Y | +132.9% | -48.9% | +181.8% | +115.1% |
| 10Y | +101.1% | +480.5% | -379.3% | -25.0% |
| All | +101.1% | +483.4% | -382.3% | -25.0% |
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