+53.2%
LUNR vs GGLL
+309.0%
-255.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.5% | -0.2% | -3.6% |
| 7D | +0.5% | -3.9% | +4.4% | +1.5% |
| 30D | -5.3% | -15.4% | +10.0% | -1.7% |
| 3M | -45.6% | -21.9% | -23.7% | -43.0% |
| 6M | -17.4% | +4.5% | -21.9% | -20.3% |
| YTD | -7.9% | -2.4% | -5.5% | -10.7% |
| 1Y | +77.6% | +57.8% | +19.9% | +52.4% |
| 3Y | +247.4% | +227.2% | +20.2% | +160.5% |
| All | +53.2% | +309.0% | -255.8% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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