+125.5%
GLDM vs LUMN
+385.3%
-259.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -16.1% |
| YTD | +0.7% | -10.7% | +11.4% | +0.7% |
| 1Y | +19.4% | +14.0% | +5.5% | +19.3% |
| 3Y | +125.5% | +406.6% | -281.1% | +119.2% |
| All | +125.5% | +385.3% | -259.8% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling