+59.2%
LUV vs GTLB
+6.1%
+53.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +6.8% | -9.7% | +16.4% | +7.3% |
| 30D | +10.9% | +1.7% | +9.2% | +10.9% |
| 3M | -4.2% | +43.6% | -47.8% | -5.6% |
| 6M | +22.1% | +113.0% | -90.8% | +18.6% |
| YTD | +13.8% | +39.5% | -25.7% | +8.7% |
| 1Y | +59.2% | +12.6% | +46.6% | +53.8% |
| All | +59.2% | +6.1% | +53.1% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling