+42.2%
LUV vs GME
+18.5%
+23.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.3% |
| 7D | -1.0% | +10.4% | -11.3% | -1.3% |
| 30D | -12.4% | +14.1% | -26.4% | -12.8% |
| 3M | -11.0% | -4.6% | -6.3% | -10.9% |
| 6M | -5.0% | -13.5% | +8.6% | -4.6% |
| YTD | -3.8% | +5.3% | -9.1% | -4.2% |
| 1Y | +25.9% | -14.9% | +40.8% | +26.3% |
| 3Y | +42.2% | +24.3% | +18.0% | +29.6% |
| All | +42.2% | +18.5% | +23.8% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 3y: compounded portfolio wealth divided by compounded GME 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…
3y analysis · Full analysis span regression · 6 months rolling