+34.7%
LUNR vs GLDM
+107.0%
-72.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +24.2% | -4.6% | +28.8% | +26.8% |
| 30D | +18.0% | -5.5% | +23.4% | +20.9% |
| 3M | -26.0% | -10.9% | -15.1% | -22.1% |
| 6M | -63.6% | -17.3% | -46.2% | -60.6% |
| YTD | -19.9% | -10.2% | -9.7% | -11.1% |
| 1Y | +50.1% | -6.9% | +57.1% | +66.7% |
| 3Y | +374.5% | +98.7% | +275.8% | +443.7% |
| All | +34.7% | +107.0% | -72.2% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling