-1.5%
LUV vs GLDM
+204.0%
-205.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.3% |
| 7D | +1.8% | -5.5% | +7.3% | +2.5% |
| 30D | +11.3% | -7.0% | +18.3% | +12.2% |
| 3M | +1.0% | -12.3% | +13.3% | +2.5% |
| 6M | +15.6% | -17.9% | +33.5% | +17.8% |
| YTD | +10.9% | -10.3% | +21.2% | +12.3% |
| 1Y | +38.1% | -7.8% | +45.9% | +39.6% |
| 3Y | +108.2% | +99.5% | +8.7% | +103.5% |
| 5Y | +1.7% | +106.5% | -104.7% | -1.4% |
| All | -1.5% | +204.0% | -205.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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