-9.5%
LUV vs GFS
0.0%
-9.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +0.9% |
| 7D | -1.0% | +3.8% | -4.8% | -1.9% |
| 30D | -12.4% | -11.7% | -0.6% | -9.8% |
| 3M | -11.0% | -41.8% | +30.8% | +0.3% |
| 6M | -5.0% | +6.6% | -11.6% | -9.6% |
| YTD | -3.8% | +34.6% | -38.4% | -15.6% |
| 1Y | +25.9% | +46.2% | -20.2% | +7.5% |
| 3Y | +42.2% | -20.3% | +62.6% | +36.6% |
| All | -9.5% | 0.0% | -9.5% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling