+758.9%
GFI vs LH
+1,291.7%
-532.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -2.6% |
| 7D | -5.1% | -7.4% | +2.3% | -4.8% |
| 30D | +13.4% | -4.6% | +18.0% | +13.7% |
| 3M | +36.2% | +14.5% | +21.7% | +35.3% |
| 6M | -9.8% | +14.8% | -24.6% | -10.4% |
| YTD | +7.7% | +23.3% | -15.6% | +6.6% |
| 1Y | +27.2% | +13.6% | +13.6% | +26.4% |
| 3Y | +300.3% | +56.3% | +243.9% | +291.5% |
| 5Y | +539.8% | +25.2% | +514.6% | +530.2% |
| 10Y | +1,058.5% | +179.1% | +879.4% | +1,005.2% |
| All | +758.9% | +1,291.7% | -532.8% | +759.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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