+667.5%
GFI vs LUMN
+156.1%
+511.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -2.7% | +2.5% | -5.2% | -2.9% |
| 30D | +13.2% | +10.3% | +2.9% | +12.5% |
| 3M | +28.5% | -18.3% | +46.7% | +29.8% |
| 6M | -6.2% | +4.4% | -10.5% | -6.8% |
| YTD | +8.7% | -10.7% | +19.4% | +8.5% |
| 1Y | +24.8% | +14.0% | +10.9% | +22.0% |
| 3Y | +298.0% | +406.6% | -108.5% | +226.7% |
| 5Y | +546.0% | -36.8% | +582.8% | +517.1% |
| 10Y | +1,069.8% | -56.2% | +1,125.9% | +1,006.8% |
| All | +667.5% | +156.1% | +511.4% | +598.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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