+124.5%
GLD vs LUNR
+251.6%
-127.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.9% | -7.6% | -1.9% |
| 7D | +0.7% | +6.5% | -5.8% | +0.6% |
| 30D | +0.3% | -4.4% | +4.7% | +0.4% |
| 3M | +0.6% | -47.3% | +47.9% | +1.7% |
| 6M | -15.6% | -11.1% | -4.5% | -15.6% |
| YTD | +0.9% | -3.4% | +4.2% | +0.8% |
| 1Y | +19.4% | +85.8% | -66.4% | +19.1% |
| 3Y | +124.5% | +264.7% | -140.2% | +121.7% |
| All | +124.5% | +251.6% | -127.1% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling