+4,437.6%
LUV vs GPC
+2,341.8%
+2,095.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.7% |
| 7D | +0.4% | +1.2% | -0.8% | -0.2% |
| 30D | -18.4% | +6.0% | -24.4% | -21.0% |
| 3M | -3.2% | +42.6% | -45.8% | -21.1% |
| 6M | -14.8% | +22.8% | -37.6% | -24.8% |
| YTD | -2.9% | +15.5% | -18.3% | -13.0% |
| 1Y | +29.6% | +2.0% | +27.5% | +24.3% |
| 3Y | +35.2% | -1.4% | +36.6% | +26.2% |
| 5Y | -11.7% | +30.6% | -42.3% | -30.8% |
| 10Y | +21.6% | +80.6% | -59.0% | -24.3% |
| All | +4,437.6% | +2,341.8% | +2,095.8% | +614.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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