+11.3%
UAL vs GME
+19.4%
-8.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -6.0% |
| 7D | +0.7% | +6.0% | -5.3% | 0.0% |
| 30D | +7.8% | -5.9% | +13.6% | +8.3% |
| 3M | -11.1% | +38.2% | -49.3% | -14.1% |
| 6M | +16.1% | +14.5% | +1.6% | +14.6% |
| YTD | -0.5% | +27.6% | -28.1% | -6.2% |
| 1Y | +11.3% | +19.9% | -8.7% | +5.7% |
| All | +11.3% | +19.4% | -8.1% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling