+147.8%
GLD vs LTH
+160.9%
-13.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.8% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +4.4% | -4.6% | +9.0% | +4.5% |
| 3M | -1.1% | +32.8% | -33.9% | -1.8% |
| 6M | -13.8% | +64.6% | -78.4% | -14.8% |
| YTD | +2.6% | +62.6% | -60.0% | +1.4% |
| 1Y | +24.5% | +49.9% | -25.4% | +23.2% |
| 3Y | +125.8% | +151.3% | -25.5% | +120.0% |
| All | +147.8% | +160.9% | -13.1% | +133.9% |
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