-29.3%
GIS vs LTH
+150.3%
-179.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.0% |
| 7D | -8.4% | -3.7% | -4.7% | -8.4% |
| 30D | -5.2% | -5.3% | +0.1% | -5.1% |
| 3M | +8.2% | +24.2% | -16.0% | +8.0% |
| 6M | -12.0% | +54.8% | -66.8% | -12.4% |
| YTD | -18.9% | +56.1% | -74.9% | -19.2% |
| 1Y | -23.6% | +45.5% | -69.2% | -23.9% |
| 3Y | -37.6% | +155.9% | -193.5% | -38.1% |
| All | -29.3% | +150.3% | -179.6% | -31.2% |
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