+99.7%
GD vs LTH
+174.8%
-75.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.0% | -0.8% |
| 7D | +1.9% | -4.6% | +6.5% | +2.2% |
| 30D | +9.2% | +14.8% | -5.6% | +8.1% |
| 3M | -7.5% | +3.9% | -11.4% | -7.8% |
| 6M | +5.8% | +35.5% | -29.7% | +3.2% |
| YTD | +9.8% | +71.3% | -61.5% | +5.0% |
| 1Y | +5.8% | +75.7% | -69.9% | +0.9% |
| 3Y | +58.0% | +231.9% | -173.9% | +43.6% |
| 5Y | +100.4% | +130.5% | -30.1% | +79.9% |
| All | +99.7% | +174.8% | -75.2% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling