-38.6%
GIS vs LTH
+253.6%
-292.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +1.5% | +6.4% | -4.9% | +1.2% |
| 30D | +9.2% | +16.7% | -7.5% | +8.4% |
| 3M | -5.4% | +11.7% | -17.1% | -5.9% |
| 6M | +3.4% | +48.5% | -45.1% | +2.0% |
| YTD | -20.5% | +78.4% | -98.9% | -22.0% |
| 1Y | -20.0% | +89.7% | -109.7% | -21.6% |
| 3Y | -38.6% | +245.6% | -284.2% | -41.1% |
| All | -38.6% | +253.6% | -292.2% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling