+12.9%
LUV vs GD
+189.7%
-176.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | +3.1% | -3.5% | +6.6% | +5.4% |
| 30D | -17.4% | -9.0% | -8.4% | -12.3% |
| 3M | -4.9% | +5.1% | -9.9% | -8.4% |
| 6M | -5.7% | -1.0% | -4.7% | -5.9% |
| YTD | -5.2% | +7.3% | -12.5% | -11.0% |
| 1Y | +24.1% | +12.4% | +11.7% | +12.5% |
| 3Y | +39.6% | +73.7% | -34.1% | -9.7% |
| 5Y | -12.5% | +93.8% | -106.2% | -49.5% |
| 10Y | +12.9% | +190.6% | -177.7% | -54.0% |
| All | +12.9% | +189.7% | -176.8% | -54.0% |
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