+106.7%
GLDM vs LH
+78.8%
+27.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.0% |
| 7D | +1.9% | -1.3% | +3.2% | +2.0% |
| 30D | -1.7% | +16.6% | -18.2% | -3.3% |
| 3M | -3.5% | +16.0% | -19.5% | -5.0% |
| 6M | -10.1% | +42.0% | -52.0% | -13.2% |
| YTD | -5.0% | +45.9% | -50.9% | -8.4% |
| 1Y | +2.8% | +46.4% | -43.6% | -0.9% |
| All | +106.7% | +78.8% | +27.9% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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