+99.1%
GD vs LTH
+183.0%
-83.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | -3.0% | +7.0% | -10.1% | -3.6% |
| 30D | +9.3% | +15.4% | -6.1% | +8.1% |
| 3M | -7.2% | +7.0% | -14.2% | -7.8% |
| 6M | +5.5% | +46.9% | -41.4% | +2.3% |
| YTD | +9.5% | +76.4% | -66.9% | +4.5% |
| 1Y | +6.4% | +83.7% | -77.3% | +1.2% |
| 3Y | +59.8% | +248.9% | -189.0% | +44.7% |
| 5Y | +98.0% | +141.8% | -43.8% | +77.0% |
| All | +99.1% | +183.0% | -83.9% | +77.5% |
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