+211.5%
GDX vs LUV
+192.4%
+19.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | +4.0% | +3.1% | +0.8% | +3.6% |
| 30D | +9.5% | -17.4% | +26.9% | +11.5% |
| 3M | +25.1% | -4.9% | +30.0% | +25.6% |
| 6M | -2.9% | -5.7% | +2.8% | -2.5% |
| YTD | +14.7% | -5.2% | +19.9% | +14.8% |
| 1Y | +47.4% | +24.1% | +23.3% | +43.6% |
| 3Y | +259.7% | +39.6% | +220.1% | +242.2% |
| 5Y | +227.7% | -12.5% | +240.1% | +221.7% |
| 10Y | +289.0% | +12.9% | +276.0% | +261.9% |
| All | +211.5% | +192.4% | +19.0% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling