-3.9%
GLD vs LTH
+90.2%
-94.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.0% | +0.3% | -2.2% | -2.0% |
| 30D | -4.4% | +17.7% | -22.2% | -5.6% |
| 3M | -8.9% | +8.5% | -17.4% | -9.5% |
| 6M | -16.0% | +46.9% | -62.9% | -19.2% |
| YTD | -7.9% | +78.8% | -86.6% | -13.9% |
| 1Y | -3.9% | +84.9% | -88.8% | -10.6% |
| All | -3.9% | +90.2% | -94.0% | -10.6% |
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