+14.2%
LUV vs GGLL
+328.7%
-314.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.7% |
| 7D | +0.4% | -4.8% | +5.2% | +1.3% |
| 30D | -18.4% | -13.7% | -4.7% | -16.4% |
| 3M | -3.2% | -21.9% | +18.6% | +0.1% |
| 6M | -14.8% | +11.7% | -26.5% | -17.6% |
| YTD | -2.9% | +2.3% | -5.1% | -4.9% |
| 1Y | +29.6% | +76.2% | -46.6% | +15.6% |
| 3Y | +35.2% | +245.0% | -209.8% | +2.1% |
| All | +14.2% | +328.7% | -314.5% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling