+42.2%
LUV vs GRMN
+189.8%
-147.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +0.1% |
| 7D | -1.0% | +2.0% | -3.0% | -1.7% |
| 30D | -12.4% | -8.8% | -3.5% | -9.6% |
| 3M | -11.0% | +19.0% | -30.0% | -17.1% |
| 6M | -5.0% | +20.7% | -25.7% | -11.9% |
| YTD | -3.8% | +40.5% | -44.3% | -15.7% |
| 1Y | +25.9% | +19.1% | +6.8% | +16.4% |
| 3Y | +42.2% | +182.7% | -140.5% | +5.5% |
| All | +42.2% | +189.8% | -147.6% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling