+4,328.8%
LUV vs GAP
+2,253.0%
+2,075.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +3.1% | +1.7% | +1.4% | +2.7% |
| 30D | -17.4% | +9.3% | -26.8% | -19.6% |
| 3M | -4.9% | +6.1% | -11.0% | -6.8% |
| 6M | -5.7% | -2.3% | -3.4% | -6.0% |
| YTD | -5.2% | -10.6% | +5.4% | -3.6% |
| 1Y | +24.1% | -4.4% | +28.6% | +23.5% |
| 3Y | +39.6% | +118.3% | -78.7% | +3.5% |
| 5Y | -12.5% | +12.2% | -24.7% | -27.5% |
| 10Y | +12.9% | +33.7% | -20.8% | -21.9% |
| All | +4,328.8% | +2,253.0% | +2,075.8% | +908.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling