+1.5%
LUV vs GDDY
+390.3%
-388.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.9% |
| 3M | -11.0% | +30.5% | -41.5% | -17.0% |
| 6M | -5.0% | +13.3% | -18.3% | -9.0% |
| YTD | -3.8% | -21.0% | +17.2% | -0.7% |
| 1Y | +25.9% | -34.0% | +59.9% | +35.3% |
| 3Y | +42.2% | +33.1% | +9.2% | +27.9% |
| 5Y | -10.8% | +30.3% | -41.1% | -20.2% |
| 10Y | +19.0% | +205.5% | -186.6% | -8.6% |
| All | +1.5% | +390.3% | -388.8% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling