+24.8%
GDX vs LUV
+57.3%
-32.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.8% | +2.2% | +7.2% |
| 7D | +0.8% | +6.8% | -6.0% | -0.9% |
| 30D | -3.2% | +10.9% | -14.2% | -5.7% |
| 3M | +8.6% | -4.2% | +12.8% | +9.3% |
| 6M | -1.2% | +22.1% | -23.4% | -6.3% |
| YTD | -1.4% | +13.8% | -15.2% | -5.4% |
| 1Y | +24.8% | +59.2% | -34.5% | +1.4% |
| All | +24.8% | +57.3% | -32.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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