+17.5%
LUV vs GSK
+80.1%
-62.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.0% | -3.5% | +2.6% | +0.3% |
| 30D | -12.4% | -3.4% | -8.9% | -11.3% |
| 3M | -11.0% | -8.1% | -2.9% | -8.6% |
| 6M | -5.0% | -11.1% | +6.2% | -1.2% |
| YTD | -3.8% | +0.7% | -4.5% | -4.2% |
| 1Y | +25.9% | +20.1% | +5.8% | +17.2% |
| 3Y | +42.2% | +46.1% | -3.9% | +19.3% |
| 5Y | -10.8% | +48.2% | -59.0% | -27.4% |
| All | +17.5% | +80.1% | -62.6% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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