-12.3%
LUV vs GH
+20.8%
-33.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.6% |
| 7D | -1.0% | -2.5% | +1.5% | -0.6% |
| 30D | -12.4% | -4.7% | -7.7% | -11.8% |
| 3M | -11.0% | +20.2% | -31.2% | -14.0% |
| 6M | -5.0% | +78.8% | -83.8% | -13.8% |
| YTD | -3.8% | +54.1% | -57.9% | -11.1% |
| 1Y | +25.9% | +177.1% | -151.2% | +5.3% |
| 3Y | +42.2% | +371.6% | -329.4% | +4.5% |
| All | -12.3% | +20.8% | -33.1% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling