+229.1%
LUNR vs GLDM
+130.1%
+99.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.3% |
| 7D | -3.6% | -0.5% | -3.1% | -3.3% |
| 30D | +5.9% | +4.4% | +1.5% | +2.9% |
| 3M | -56.0% | -1.1% | -54.9% | -55.7% |
| 6M | -20.5% | -13.7% | -6.8% | -14.5% |
| YTD | -8.7% | +2.8% | -11.5% | -3.8% |
| 1Y | +75.9% | +24.8% | +51.0% | +82.3% |
| All | +229.1% | +130.1% | +99.0% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 3y: compounded portfolio wealth divided by compounded GLDM 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…
3y analysis · Full analysis span regression · 6 months rolling