-26.9%
GPN vs LUMN
+385.3%
-412.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -4.3% | +2.5% | -6.8% | -4.5% |
| 30D | 0.0% | +10.3% | -10.3% | -0.6% |
| 3M | +35.8% | -18.3% | +54.1% | +37.2% |
| 6M | +22.0% | +4.4% | +17.6% | +21.1% |
| YTD | +15.2% | -10.7% | +25.9% | +14.6% |
| 1Y | +3.5% | +14.0% | -10.5% | +0.1% |
| 3Y | -26.9% | +406.6% | -433.5% | -38.5% |
| All | -26.9% | +385.3% | -412.3% | -38.5% |
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