+73.7%
UAL vs GME
+475.1%
-401.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | -3.0% | +2.9% | -5.9% | -3.2% |
| 30D | +10.5% | -4.8% | +15.2% | +10.9% |
| 3M | -13.5% | +39.2% | -52.7% | -15.7% |
| 6M | +14.2% | +17.1% | -2.9% | +12.6% |
| YTD | -2.2% | +28.7% | -31.0% | -4.5% |
| 1Y | +12.5% | +23.3% | -10.8% | +10.2% |
| 3Y | +186.8% | +112.9% | +73.9% | +148.5% |
| 5Y | +119.4% | -48.8% | +168.2% | +102.5% |
| All | +73.7% | +475.1% | -401.4% | -34.7% |
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