-25.9%
GIS vs LTH
+156.3%
-182.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | -8.3% | +1.5% | -9.8% | -8.3% |
| 30D | +2.2% | -3.1% | +5.2% | +2.2% |
| 3M | +15.7% | +28.1% | -12.4% | +15.4% |
| 6M | -12.0% | +67.4% | -79.4% | -12.4% |
| YTD | -15.0% | +59.8% | -74.8% | -15.4% |
| 1Y | -20.1% | +45.6% | -65.7% | -20.5% |
| 3Y | -34.6% | +162.0% | -196.6% | -35.2% |
| All | -25.9% | +156.3% | -182.2% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling