+222.7%
LUNR vs GME
+14.2%
+208.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.7% | -2.4% |
| 7D | -0.5% | +6.0% | -6.6% | -1.1% |
| 30D | -11.3% | +8.3% | -19.6% | -12.0% |
| 3M | -44.9% | -9.1% | -35.8% | -44.5% |
| 6M | -17.3% | -16.3% | -1.0% | -16.0% |
| YTD | -9.9% | +1.5% | -11.5% | -10.4% |
| 1Y | +76.1% | -16.3% | +92.5% | +78.2% |
| All | +222.7% | +14.2% | +208.5% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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