+296.0%
GDX vs LUV
+20.2%
+275.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | -2.2% | -1.0% | -1.2% | -2.1% |
| 30D | +6.8% | -12.4% | +19.1% | +7.9% |
| 3M | +24.9% | -11.0% | +35.9% | +26.1% |
| 6M | -4.2% | -5.0% | +0.8% | -4.0% |
| YTD | +13.2% | -3.8% | +17.0% | +13.1% |
| 1Y | +40.2% | +25.9% | +14.3% | +37.3% |
| 3Y | +249.6% | +42.2% | +207.4% | +236.0% |
| 5Y | +230.4% | -10.8% | +241.1% | +222.5% |
| All | +296.0% | +20.2% | +275.7% | +275.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling