+116.6%
LUV vs GRMN
+6,536.9%
-6,420.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +0.7% | -1.4% | +2.0% | +1.0% |
| 30D | -13.4% | -13.1% | -0.4% | -10.1% |
| 3M | -9.6% | +14.9% | -24.5% | -13.5% |
| 6M | -8.9% | +13.1% | -22.0% | -12.4% |
| YTD | -5.2% | +35.3% | -40.4% | -13.4% |
| 1Y | +27.0% | +16.0% | +11.0% | +20.8% |
| 3Y | +39.6% | +179.6% | -140.0% | +3.4% |
| 5Y | -14.4% | +75.0% | -89.4% | -29.1% |
| 10Y | +17.3% | +644.1% | -626.9% | -31.4% |
| All | +116.6% | +6,536.9% | -6,420.4% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling