+241.6%
GLDM vs LUMN
-46.9%
+288.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -2.0% | +2.5% | -4.5% | -2.0% |
| 30D | -1.5% | +10.3% | -11.9% | -1.6% |
| 3M | +3.3% | -18.3% | +21.6% | +3.5% |
| 6M | -16.2% | +4.4% | -20.5% | -16.2% |
| YTD | +0.7% | -10.7% | +11.4% | +0.7% |
| 1Y | +19.4% | +14.0% | +5.5% | +19.2% |
| 3Y | +125.5% | +406.6% | -281.1% | +120.6% |
| 5Y | +142.0% | -36.8% | +178.8% | +140.5% |
| All | +241.6% | -46.9% | +288.5% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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