+131.1%
GLD vs LUNR
+54.8%
+76.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +0.9% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +0.2% | -5.3% | +5.5% | +0.2% |
| 3M | +3.2% | -45.6% | +48.8% | +3.5% |
| 6M | -14.6% | -17.4% | +2.7% | -14.6% |
| YTD | +1.8% | -7.9% | +9.7% | +1.8% |
| 1Y | +20.7% | +77.6% | -56.9% | +20.8% |
| 3Y | +126.5% | +247.4% | -120.9% | +127.0% |
| All | +131.1% | +54.8% | +76.3% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling