+111.7%
GLD vs LUNR
+22.4%
+89.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.7% |
| 7D | +2.8% | +12.7% | -9.9% | +2.7% |
| 30D | -4.0% | -10.5% | +6.5% | -3.9% |
| 3M | -8.2% | -25.2% | +16.9% | -8.1% |
| 6M | -14.8% | -59.2% | +44.4% | -14.5% |
| YTD | -6.8% | -27.2% | +20.4% | -6.7% |
| 1Y | -2.4% | +19.7% | -22.0% | -2.2% |
| 3Y | +105.8% | +314.4% | -208.6% | +106.5% |
| All | +111.7% | +22.4% | +89.3% | +114.4% |
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