+59.2%
LUV vs GFS
+15.5%
+43.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.9% | +12.8% | +7.5% |
| 7D | +6.8% | -12.5% | +19.3% | +8.4% |
| 30D | +10.9% | -16.9% | +27.8% | +13.1% |
| 3M | -4.2% | -22.3% | +18.0% | -1.7% |
| 6M | +22.1% | -40.2% | +62.4% | +26.9% |
| YTD | +13.8% | +16.0% | -2.2% | +5.6% |
| 1Y | +59.2% | +17.7% | +41.6% | +45.0% |
| All | +59.2% | +15.5% | +43.8% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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