+54.8%
GDX vs LUV
+24.6%
+30.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -2.7% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +18.6% | -18.4% | +37.0% | +23.8% |
| 3M | +14.9% | -3.2% | +18.1% | +15.2% |
| 6M | -6.3% | -14.8% | +8.6% | -6.0% |
| YTD | +15.7% | -2.9% | +18.6% | +15.4% |
| 1Y | +54.8% | +29.6% | +25.3% | +41.2% |
| All | +54.8% | +24.6% | +30.3% | +41.2% |
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