+39.6%
LUV vs GGLL
+247.9%
-208.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +3.1% | +1.9% | +1.2% | +2.8% |
| 30D | -17.4% | -9.7% | -7.7% | -16.1% |
| 3M | -4.9% | -18.0% | +13.1% | -2.4% |
| 6M | -5.7% | +15.3% | -21.0% | -9.2% |
| YTD | -5.2% | +2.2% | -7.4% | -7.3% |
| 1Y | +24.1% | +73.1% | -49.0% | +11.1% |
| 3Y | +39.6% | +242.7% | -203.1% | +6.0% |
| All | +39.6% | +247.9% | -208.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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