+133.1%
GLD vs LUNR
+53.5%
+79.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.8% |
| 7D | -0.5% | -3.6% | +3.1% | -0.5% |
| 30D | +4.4% | +5.9% | -1.5% | +4.4% |
| 3M | -1.1% | -56.0% | +54.9% | -0.8% |
| 6M | -13.8% | -20.5% | +6.7% | -13.7% |
| YTD | +2.6% | -8.7% | +11.4% | +2.7% |
| 1Y | +24.5% | +75.9% | -51.4% | +24.6% |
| 3Y | +125.8% | +202.9% | -77.0% | +126.3% |
| All | +133.1% | +53.5% | +79.6% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling