-57.6%
LUMN vs GPC
+6.5%
-64.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -5.9% |
| 7D | -6.9% | +4.1% | -11.0% | -7.0% |
| 30D | -20.5% | +0.1% | -20.6% | -20.4% |
| 3M | -33.4% | -3.9% | -29.5% | -33.2% |
| 6M | -52.1% | +24.4% | -76.5% | -54.0% |
| YTD | -42.5% | +5.7% | -48.2% | -42.5% |
| 1Y | -57.6% | +6.8% | -64.4% | -56.9% |
| All | -57.6% | +6.5% | -64.0% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling