-20.0%
GFS vs LTH
+240.3%
-260.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | -3.1% | +7.0% | -10.1% | -5.1% |
| 30D | -16.0% | +15.4% | -31.5% | -19.5% |
| 3M | -24.7% | +7.0% | -31.7% | -26.3% |
| 6M | -45.1% | +46.9% | -92.0% | -51.5% |
| YTD | +16.5% | +76.4% | -59.9% | -4.1% |
| 1Y | +19.3% | +83.7% | -64.4% | -3.3% |
| 3Y | -20.0% | +248.9% | -268.8% | -46.3% |
| All | -20.0% | +240.3% | -260.2% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling