-7.8%
GFS vs LTH
+153.0%
-160.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +0.8% |
| 7D | +17.2% | -4.6% | +21.8% | +18.9% |
| 30D | -8.7% | +14.8% | -23.6% | -13.1% |
| 3M | -19.7% | +3.9% | -23.6% | -21.1% |
| 6M | -40.7% | +35.5% | -76.2% | -47.0% |
| YTD | +22.5% | +71.3% | -48.8% | -0.1% |
| 1Y | +25.2% | +75.7% | -50.5% | +1.1% |
| 3Y | -17.7% | +231.9% | -249.6% | -48.0% |
| 5Y | -23.5% | +130.5% | -154.0% | -53.3% |
| All | -7.8% | +153.0% | -160.8% | -41.9% |
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