-50.7%
GFS vs LTH
+77.0%
-127.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.8% | -10.6% | -9.8% |
| 7D | -20.7% | +5.3% | -26.0% | -20.6% |
| 30D | -25.2% | +18.3% | -43.5% | -25.2% |
| 3M | -26.3% | +5.4% | -31.7% | -26.2% |
| 6M | -50.7% | +62.5% | -113.2% | -51.9% |
| All | -50.7% | +77.0% | -127.7% | -51.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling