-56.5%
LUMN vs GPC
+86.4%
-142.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +2.5% | -3.2% | +5.7% | +4.4% |
| 30D | +10.3% | +0.5% | +9.8% | +10.0% |
| 3M | -18.3% | +31.7% | -50.0% | -32.0% |
| 6M | +4.4% | +24.7% | -20.4% | -10.9% |
| YTD | -10.7% | +11.8% | -22.5% | -19.6% |
| 1Y | +14.0% | -3.0% | +16.9% | +11.0% |
| 3Y | +406.6% | -1.1% | +407.7% | +374.4% |
| 5Y | -36.8% | +30.5% | -67.3% | -49.6% |
| All | -56.5% | +86.4% | -142.8% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling