-24.9%
GFS vs LTH
+268.4%
-293.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.6% |
| 7D | -7.8% | +4.5% | -12.3% | -9.1% |
| 30D | -19.7% | +16.3% | -36.0% | -23.2% |
| 3M | -23.1% | +8.4% | -31.5% | -25.1% |
| 6M | -46.4% | +40.3% | -86.7% | -52.1% |
| YTD | +11.0% | +77.3% | -66.2% | -9.1% |
| 1Y | +12.6% | +88.0% | -75.3% | -9.9% |
| 3Y | -24.9% | +274.3% | -299.2% | -53.4% |
| All | -24.9% | +268.4% | -293.4% | -53.4% |
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