-31.5%
GIS vs LTH
+186.8%
-218.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -4.6% | +0.3% | -4.8% | -4.6% |
| 30D | +6.6% | +17.7% | -11.1% | +6.3% |
| 3M | -8.1% | +8.5% | -16.6% | -8.3% |
| 6M | +4.9% | +46.9% | -42.0% | +4.4% |
| YTD | -21.4% | +78.8% | -100.1% | -21.9% |
| 1Y | -21.6% | +84.9% | -106.5% | -22.2% |
| 3Y | -39.3% | +246.4% | -285.6% | -40.0% |
| 5Y | -33.2% | +129.6% | -162.8% | -35.6% |
| All | -31.5% | +186.8% | -218.2% | -33.5% |
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