+53.5%
LUNR vs GPC
+16.3%
+37.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -3.6% | +1.2% | -4.8% | -3.8% |
| 30D | +5.9% | +6.0% | -0.1% | +4.9% |
| 3M | -56.0% | +42.6% | -98.6% | -59.0% |
| 6M | -20.5% | +22.8% | -43.2% | -24.1% |
| YTD | -8.7% | +15.5% | -24.2% | -13.1% |
| 1Y | +75.9% | +2.0% | +73.8% | +71.9% |
| 3Y | +202.9% | -1.4% | +204.3% | +182.6% |
| All | +53.5% | +16.3% | +37.1% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling