+42.2%
LUV vs GFS
-19.7%
+62.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +0.9% |
| 7D | -1.0% | +3.8% | -4.8% | -1.8% |
| 30D | -12.4% | -11.7% | -0.6% | -10.0% |
| 3M | -11.0% | -41.8% | +30.8% | -0.5% |
| 6M | -5.0% | +6.6% | -11.6% | -10.1% |
| YTD | -3.8% | +34.6% | -38.4% | -16.4% |
| 1Y | +25.9% | +46.2% | -20.2% | +6.2% |
| 3Y | +42.2% | -20.3% | +62.6% | +29.3% |
| All | +42.2% | -19.7% | +62.0% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling