+2.5%
GFS vs LUMN
-62.6%
+65.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -11.0% | +1.1% | -7.0% |
| 7D | -20.7% | -16.9% | -3.8% | -16.8% |
| 30D | -25.2% | -32.7% | +7.4% | -17.6% |
| 3M | -26.3% | -34.5% | +8.2% | -18.6% |
| 6M | -50.7% | -56.9% | +6.2% | -40.3% |
| YTD | +4.5% | -48.8% | +53.3% | +19.4% |
| 1Y | +2.5% | -63.4% | +65.8% | +25.5% |
| All | +2.5% | -62.6% | +65.1% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling