-29.2%
LUV vs GH
+467.1%
-496.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.5% |
| 7D | -1.0% | -2.5% | +1.5% | -0.7% |
| 30D | -12.4% | -4.7% | -7.7% | -11.9% |
| 3M | -11.0% | +20.2% | -31.2% | -13.3% |
| 6M | -5.0% | +78.8% | -83.8% | -12.0% |
| YTD | -3.8% | +54.1% | -57.9% | -9.6% |
| 1Y | +25.9% | +177.1% | -151.2% | +9.5% |
| 3Y | +42.2% | +371.6% | -329.4% | +12.0% |
| 5Y | -10.8% | +21.9% | -32.7% | -25.6% |
| All | -29.2% | +467.1% | -496.3% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling