-31.2%
GIS vs LTH
+180.7%
-212.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.3% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | +6.9% | +15.7% | -8.8% | +6.6% |
| 3M | -10.1% | +5.0% | -15.1% | -10.2% |
| 6M | +5.9% | +37.7% | -31.8% | +5.4% |
| YTD | -21.1% | +75.0% | -96.1% | -21.6% |
| 1Y | -22.5% | +82.6% | -105.1% | -23.0% |
| 3Y | -39.0% | +241.3% | -280.3% | -39.7% |
| 5Y | -33.3% | +135.4% | -168.8% | -35.5% |
| All | -31.2% | +180.7% | -212.0% | -33.3% |
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