+34.7%
LUNR vs GPC
+3.9%
+30.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +24.2% | +0.4% | +23.7% | +24.1% |
| 30D | +18.0% | -6.3% | +24.3% | +19.1% |
| 3M | -26.0% | -8.2% | -17.8% | -25.1% |
| 6M | -63.6% | +27.1% | -90.7% | -65.4% |
| YTD | -19.9% | +3.1% | -23.0% | -22.4% |
| 1Y | +50.1% | +0.1% | +50.0% | +46.4% |
| 3Y | +374.5% | +0.2% | +374.2% | +358.9% |
| All | +34.7% | +3.9% | +30.8% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling