+75.9%
LUNR vs GPC
+0.2%
+75.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -3.6% | +0.4% | -4.1% | -3.7% |
| 30D | +5.9% | +5.1% | +0.7% | +5.7% |
| 3M | -56.0% | +41.5% | -97.5% | -57.7% |
| 6M | -20.5% | +21.8% | -42.3% | -24.8% |
| YTD | -8.7% | +14.6% | -23.3% | -19.8% |
| 1Y | +75.9% | +1.3% | +74.6% | +62.0% |
| All | +75.9% | +0.2% | +75.7% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling