+103.4%
GLD vs LUNR
+35.0%
+68.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.0% | -9.8% | -2.9% |
| 7D | -5.5% | +51.2% | -56.6% | -5.7% |
| 30D | -7.0% | +7.0% | -14.0% | -7.1% |
| 3M | -12.4% | -23.1% | +10.8% | -12.3% |
| 6M | -18.0% | -59.4% | +41.4% | -17.7% |
| YTD | -10.5% | -19.7% | +9.3% | -10.4% |
| 1Y | -8.1% | +39.5% | -47.6% | -8.0% |
| 3Y | +97.7% | +357.2% | -259.5% | +98.3% |
| All | +103.4% | +35.0% | +68.3% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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