+144.1%
LUV vs GME
+1,205.5%
-1,061.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.1% |
| 7D | -1.0% | +10.4% | -11.3% | -1.7% |
| 30D | -12.4% | +14.1% | -26.4% | -13.3% |
| 3M | -11.0% | -4.6% | -6.3% | -10.8% |
| 6M | -5.0% | -13.5% | +8.6% | -4.2% |
| YTD | -3.8% | +5.3% | -9.1% | -4.6% |
| 1Y | +25.9% | -14.9% | +40.8% | +26.7% |
| 3Y | +42.2% | +24.3% | +18.0% | +25.5% |
| 5Y | -10.8% | -55.6% | +44.8% | -18.3% |
| 10Y | +19.0% | +288.5% | -269.5% | -52.8% |
| All | +144.1% | +1,205.5% | -1,061.4% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling