+20.2%
LUV vs GD
+180.8%
-160.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.9% |
| 7D | +6.6% | -1.9% | +8.5% | +7.8% |
| 30D | +11.2% | +10.9% | +0.3% | +3.8% |
| 3M | +3.6% | -6.8% | +10.4% | +8.0% |
| 6M | +13.1% | +7.0% | +6.1% | +7.2% |
| YTD | +13.6% | +11.1% | +2.5% | +3.8% |
| 1Y | +44.4% | +7.0% | +37.3% | +35.2% |
| 3Y | +113.2% | +59.9% | +53.3% | +47.6% |
| 5Y | +1.5% | +102.5% | -100.9% | -43.3% |
| 10Y | +20.2% | +174.0% | -153.9% | -46.6% |
| All | +20.2% | +180.8% | -160.7% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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