+251.3%
UAL vs GME
+434.8%
-183.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +0.7% | +7.2% | -6.5% | -0.2% |
| 30D | -16.1% | +0.8% | -16.9% | -16.2% |
| 3M | +6.1% | -14.0% | +20.1% | +7.9% |
| 6M | +10.8% | -19.7% | +30.6% | +13.4% |
| YTD | -0.4% | -4.6% | +4.2% | -0.4% |
| 1Y | +5.0% | -14.3% | +19.4% | +6.2% |
| 3Y | +124.0% | +4.0% | +120.0% | +89.2% |
| 5Y | +141.0% | -62.2% | +203.2% | +116.2% |
| 10Y | +118.0% | +241.4% | -123.4% | -55.9% |
| All | +251.3% | +434.8% | -183.4% | -48.0% |
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 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