+48.7%
LUNR vs GFI
+373.6%
-324.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.7% |
| 7D | -3.1% | -4.9% | +1.7% | -2.4% |
| 30D | -15.3% | +10.7% | -26.1% | -16.6% |
| 3M | -53.2% | +25.6% | -78.8% | -54.8% |
| 6M | -22.2% | -8.3% | -14.0% | -22.4% |
| YTD | -11.6% | +6.3% | -17.9% | -11.9% |
| 1Y | +68.4% | +22.1% | +46.4% | +67.1% |
| 3Y | +216.8% | +289.2% | -72.4% | +202.3% |
| All | +48.7% | +373.6% | -324.9% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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