+226.7%
GDX vs LUV
-14.7%
+241.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | +6.6% | -14.6% | +21.2% | +8.9% |
| 3M | +30.1% | -5.7% | +35.8% | +31.0% |
| 6M | -7.1% | -8.4% | +1.3% | -6.4% |
| YTD | +12.0% | -5.1% | +17.1% | +11.9% |
| 1Y | +41.2% | +26.6% | +14.6% | +36.0% |
| 3Y | +251.0% | +39.7% | +211.3% | +226.4% |
| 5Y | +226.7% | -12.0% | +238.8% | +218.3% |
| All | +226.7% | -14.7% | +241.4% | +218.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling