+245.7%
GLDM vs LUMN
-47.9%
+293.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.6% | +0.9% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +0.3% | +2.6% | -2.3% | +0.2% |
| 3M | +3.3% | -19.6% | +22.9% | +3.4% |
| 6M | -14.5% | +2.7% | -17.2% | -14.5% |
| YTD | +1.9% | -12.4% | +14.3% | +1.9% |
| 1Y | +21.1% | +21.0% | +0.1% | +20.9% |
| 3Y | +128.6% | +379.6% | -251.0% | +123.7% |
| 5Y | +143.8% | -39.9% | +183.7% | +142.3% |
| All | +245.7% | -47.9% | +293.6% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling