-3.2%
LUV vs GLDM
+219.1%
-222.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +4.8% | +4.7% | +0.1% | +4.2% |
| 30D | +6.5% | -0.9% | +7.4% | +6.6% |
| 3M | -4.9% | -4.3% | -0.6% | -4.5% |
| 6M | +8.1% | -13.4% | +21.5% | +9.4% |
| YTD | +9.0% | -5.8% | +14.8% | +9.7% |
| 1Y | +43.6% | +2.1% | +41.5% | +43.8% |
| 3Y | +101.4% | +105.0% | -3.6% | +95.6% |
| 5Y | -7.3% | +122.5% | -129.8% | -10.8% |
| All | -3.2% | +219.1% | -222.3% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling