+135.0%
LUV vs GPN
+2,487.0%
-2,352.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -1.0% | -4.6% | +3.6% | +0.9% |
| 30D | -12.4% | -0.3% | -12.1% | -12.4% |
| 3M | -11.0% | +35.4% | -46.4% | -21.7% |
| 6M | -5.0% | +21.7% | -26.6% | -13.0% |
| YTD | -3.8% | +14.9% | -18.7% | -10.8% |
| 1Y | +25.9% | +3.2% | +22.7% | +21.4% |
| 3Y | +42.2% | -27.1% | +69.4% | +53.3% |
| 5Y | -10.8% | -44.4% | +33.6% | +3.8% |
| 10Y | +19.0% | +27.0% | -8.0% | -0.6% |
| All | +135.0% | +2,487.0% | -2,352.0% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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