-15.8%
LUV vs GLDM
+242.2%
-258.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.2% |
| 7D | +3.1% | +0.7% | +2.4% | +3.0% |
| 30D | -17.4% | +0.3% | -17.8% | -17.5% |
| 3M | -4.9% | +0.7% | -5.6% | -5.0% |
| 6M | -5.7% | -15.4% | +9.7% | -4.6% |
| YTD | -5.2% | +1.0% | -6.2% | -5.2% |
| 1Y | +24.1% | +19.7% | +4.4% | +22.9% |
| 3Y | +39.6% | +126.5% | -86.9% | +34.6% |
| 5Y | -12.5% | +142.5% | -155.0% | -16.4% |
| All | -15.8% | +242.2% | -258.0% | -10.0% |
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