+116.5%
GLDM vs LH
+64.6%
+51.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.6% |
| 7D | +2.9% | +4.8% | -1.9% | +2.5% |
| 30D | -3.9% | +18.8% | -22.7% | -5.3% |
| 3M | -8.1% | +15.7% | -23.8% | -9.2% |
| 6M | -14.7% | +46.7% | -61.4% | -17.2% |
| YTD | -6.6% | +48.9% | -55.5% | -9.4% |
| 1Y | -2.1% | +43.5% | -45.5% | -4.7% |
| 3Y | +107.7% | +86.9% | +20.8% | +98.1% |
| 5Y | +116.5% | +60.4% | +56.1% | +106.4% |
| All | +116.5% | +64.6% | +51.9% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling