+60.8%
LUNR vs GGLL
+328.4%
-267.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +5.9% | +5.9% |
| 7D | +6.5% | +1.9% | +4.7% | +6.0% |
| 30D | -4.4% | -9.7% | +5.4% | -2.3% |
| 3M | -47.3% | -18.0% | -29.2% | -45.4% |
| 6M | -11.1% | +15.3% | -26.3% | -16.2% |
| YTD | -3.4% | +2.2% | -5.6% | -7.3% |
| 1Y | +85.8% | +73.1% | +12.7% | +55.7% |
| 3Y | +264.7% | +242.7% | +22.0% | +170.3% |
| All | +60.8% | +328.4% | -267.5% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling