+255.6%
UAL vs GME
+601.1%
-345.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -1.9% | +1.5% |
| 7D | +8.2% | +3.7% | +4.5% | +7.7% |
| 30D | +2.3% | +2.2% | +0.1% | +2.0% |
| 3M | -12.7% | +30.6% | -43.3% | -15.7% |
| 6M | +12.7% | -0.2% | +12.9% | +12.1% |
| YTD | +0.8% | +25.1% | -24.3% | -2.7% |
| 1Y | +17.8% | +17.7% | +0.1% | +14.4% |
| 3Y | +206.7% | +85.7% | +121.0% | +140.4% |
| 5Y | +113.9% | -52.9% | +166.8% | +86.9% |
| 10Y | +97.0% | +504.9% | -407.9% | -66.5% |
| All | +255.6% | +601.1% | -345.5% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling