-10.8%
LUV vs GFS
-2.1%
-8.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | +3.2% | -3.3% | -0.9% |
| 30D | -14.6% | -9.6% | -5.0% | -12.6% |
| 3M | -5.7% | -38.5% | +32.8% | +4.9% |
| 6M | -8.4% | -1.3% | -7.1% | -11.3% |
| YTD | -5.1% | +31.8% | -36.9% | -16.4% |
| 1Y | +26.6% | +44.6% | -18.0% | +8.3% |
| 3Y | +39.7% | -20.6% | +60.3% | +34.2% |
| All | -10.8% | -2.1% | -8.7% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling