+108.8%
LUV vs GGLL
+172.3%
-63.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -3.3% |
| 7D | +1.8% | +11.5% | -9.7% | -0.1% |
| 30D | +11.3% | -31.2% | +42.5% | +17.4% |
| 3M | +1.0% | -28.7% | +29.7% | +5.7% |
| 6M | +15.6% | -47.2% | +62.8% | +26.2% |
| YTD | +10.9% | -24.3% | +35.2% | +12.8% |
| 1Y | +38.1% | -12.0% | +50.1% | +37.0% |
| All | +108.8% | +172.3% | -63.4% | +72.7% |
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