+199.8%
GS vs LUNR
+348.3%
-148.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.3% |
| 7D | +5.9% | +24.2% | -18.3% | +3.9% |
| 30D | +4.3% | +18.0% | -13.7% | +2.5% |
| 3M | -11.7% | -26.0% | +14.3% | -10.2% |
| 6M | -3.2% | -63.6% | +60.4% | +2.8% |
| YTD | +5.8% | -19.9% | +25.7% | +3.8% |
| 1Y | +16.0% | +50.1% | -34.1% | +8.0% |
| 3Y | +199.8% | +374.5% | -174.7% | +163.4% |
| All | +199.8% | +348.3% | -148.5% | +163.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling