+29.6%
LUV vs GDDY
-29.3%
+58.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.4% |
| 7D | +0.4% | +3.7% | -3.3% | +0.2% |
| 30D | -18.4% | +10.4% | -28.8% | -19.0% |
| 3M | -3.2% | +19.4% | -22.6% | -4.9% |
| 6M | -14.8% | +14.3% | -29.1% | -16.1% |
| YTD | -2.9% | -18.4% | +15.5% | -1.2% |
| 1Y | +29.6% | -30.1% | +59.7% | +33.5% |
| All | +29.6% | -29.3% | +58.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling