-23.6%
GIS vs LTH
+45.0%
-68.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.0% |
| 7D | -8.4% | -3.7% | -4.7% | -8.1% |
| 30D | -5.2% | -5.3% | +0.1% | -4.8% |
| 3M | +8.2% | +24.2% | -16.0% | +6.9% |
| 6M | -12.0% | +54.8% | -66.8% | -14.6% |
| YTD | -18.9% | +56.1% | -74.9% | -21.3% |
| 1Y | -23.6% | +45.5% | -69.2% | -25.6% |
| All | -23.6% | +45.0% | -68.6% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling