+17.5%
LUV vs GRMN
+677.8%
-660.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | -0.5% |
| 7D | -1.0% | +2.4% | -3.4% | -2.0% |
| 30D | -12.4% | -8.5% | -3.9% | -8.9% |
| 3M | -11.0% | +19.5% | -30.5% | -19.0% |
| 6M | -5.0% | +21.2% | -26.2% | -14.1% |
| YTD | -3.8% | +41.0% | -44.8% | -19.2% |
| 1Y | +25.9% | +19.6% | +6.3% | +13.5% |
| 3Y | +42.2% | +183.8% | -141.6% | -19.3% |
| 5Y | -10.8% | +83.0% | -93.8% | -38.1% |
| All | +17.5% | +677.8% | -660.3% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling