+4,394.1%
LUV vs GFI
+650.5%
+3,743.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.4% |
| 7D | -1.0% | -4.9% | +3.9% | -0.9% |
| 30D | -12.4% | +10.7% | -23.1% | -12.4% |
| 3M | -11.0% | +25.6% | -36.6% | -11.1% |
| 6M | -5.0% | -8.3% | +3.3% | -5.0% |
| YTD | -3.8% | +6.3% | -10.1% | -3.9% |
| 1Y | +25.9% | +22.1% | +3.8% | +25.7% |
| 3Y | +42.2% | +289.2% | -247.0% | +42.0% |
| 5Y | -10.8% | +531.7% | -542.4% | -10.9% |
| 10Y | +19.0% | +1,043.8% | -1,024.8% | +19.8% |
| All | +4,394.1% | +650.5% | +3,743.6% | +5,216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling