-12.1%
GFS vs LTH
+163.4%
-175.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.1% |
| 7D | -5.3% | +6.4% | -11.7% | -7.4% |
| 30D | -15.8% | +16.7% | -32.5% | -20.1% |
| 3M | -18.6% | +11.7% | -30.3% | -21.9% |
| 6M | -45.0% | +48.5% | -93.5% | -52.2% |
| YTD | +16.8% | +78.4% | -61.6% | -5.9% |
| 1Y | +17.8% | +89.7% | -71.9% | -7.2% |
| 3Y | -21.5% | +245.6% | -267.2% | -51.1% |
| 5Y | -29.3% | +142.7% | -172.0% | -57.2% |
| All | -12.1% | +163.4% | -175.6% | -45.3% |
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