-12.3%
LUV vs GFI
+538.3%
-550.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.4% |
| 7D | -1.0% | -2.7% | +1.7% | -0.8% |
| 30D | -12.4% | +13.2% | -25.6% | -13.0% |
| 3M | -11.0% | +28.5% | -39.5% | -12.5% |
| 6M | -5.0% | -6.2% | +1.2% | -5.3% |
| YTD | -3.8% | +8.7% | -12.5% | -5.1% |
| 1Y | +25.9% | +24.8% | +1.1% | +23.2% |
| 3Y | +42.2% | +298.0% | -255.8% | +33.9% |
| All | -12.3% | +538.3% | -550.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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