+199.4%
GS vs LUNR
+53.5%
+146.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | +0.9% | -3.6% | +4.6% | +1.0% |
| 30D | -1.6% | +5.9% | -7.4% | -1.7% |
| 3M | -4.5% | -56.0% | +51.5% | -3.0% |
| 6M | +20.9% | -20.5% | +41.3% | +20.9% |
| YTD | +19.9% | -8.7% | +28.6% | +19.4% |
| 1Y | +41.4% | +75.9% | -34.5% | +39.1% |
| 3Y | +239.2% | +202.9% | +36.3% | +233.4% |
| All | +199.4% | +53.5% | +146.0% | +193.8% |
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