-32.8%
GIS vs LTH
+174.8%
-207.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.1% | -1.9% |
| 7D | -8.1% | -4.6% | -3.4% | -8.0% |
| 30D | +5.3% | +14.8% | -9.5% | +5.1% |
| 3M | -10.5% | +3.9% | -14.5% | -10.6% |
| 6M | +1.8% | +35.5% | -33.7% | +1.4% |
| YTD | -22.9% | +71.3% | -94.3% | -23.4% |
| 1Y | -22.9% | +75.7% | -98.6% | -23.4% |
| 3Y | -40.5% | +231.9% | -272.4% | -41.1% |
| 5Y | -34.9% | +130.5% | -165.4% | -37.0% |
| All | -32.8% | +174.8% | -207.7% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling