+149.6%
GS vs LUNR
+8.5%
+141.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +21.5% | -21.8% | -0.9% |
| 7D | -3.2% | -1.9% | -1.3% | -3.2% |
| 30D | -2.4% | -27.3% | +24.9% | -1.8% |
| 3M | -15.7% | -29.9% | +14.1% | -15.2% |
| 6M | -6.8% | -60.2% | +53.5% | -5.4% |
| YTD | -0.1% | -35.5% | +35.4% | +0.2% |
| 1Y | +12.1% | +9.5% | +2.6% | +11.3% |
| 3Y | +185.8% | +226.2% | -40.4% | +183.2% |
| All | +149.6% | +8.5% | +141.1% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling