+54.8%
LUNR vs GPC
+13.9%
+40.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -4.9% |
| 7D | +0.5% | -0.6% | +1.2% | +0.6% |
| 30D | -5.3% | +1.3% | -6.6% | -5.6% |
| 3M | -45.6% | +37.1% | -82.7% | -48.9% |
| 6M | -17.4% | +23.2% | -40.6% | -21.2% |
| YTD | -7.9% | +13.1% | -21.0% | -12.1% |
| 1Y | +77.6% | +0.9% | +76.8% | +73.7% |
| 3Y | +247.4% | -0.8% | +248.2% | +227.1% |
| All | +54.8% | +13.9% | +40.9% | +44.8% |
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