-12.3%
LUV vs GDDY
+29.8%
-42.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +1.0% |
| 7D | -1.0% | -3.2% | +2.2% | -0.3% |
| 30D | -12.4% | +6.8% | -19.2% | -14.1% |
| 3M | -11.0% | +30.5% | -41.5% | -18.0% |
| 6M | -5.0% | +13.3% | -18.3% | -9.7% |
| YTD | -3.8% | -21.0% | +17.2% | +0.9% |
| 1Y | +25.9% | -34.0% | +59.9% | +39.7% |
| 3Y | +42.2% | +33.1% | +9.2% | +18.5% |
| All | -12.3% | +29.8% | -42.0% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling