+17.5%
LUV vs GAP
+31.2%
-13.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.4% | +0.7% |
| 7D | -1.0% | -4.1% | +3.1% | +0.1% |
| 30D | -12.4% | +6.2% | -18.6% | -14.0% |
| 3M | -11.0% | -0.7% | -10.3% | -11.4% |
| 6M | -5.0% | -7.1% | +2.1% | -4.1% |
| YTD | -3.8% | -14.1% | +10.3% | -1.1% |
| 1Y | +25.9% | -8.5% | +34.4% | +26.7% |
| 3Y | +42.2% | +115.4% | -73.1% | +3.5% |
| 5Y | -10.8% | +9.8% | -20.6% | -26.6% |
| All | +17.5% | +31.2% | -13.8% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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