+124.3%
GLDM vs LH
+59.3%
+65.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +0.9% |
| 7D | +1.9% | -1.3% | +3.2% | +2.0% |
| 30D | -1.7% | +16.6% | -18.2% | -2.9% |
| 3M | -3.5% | +16.0% | -19.5% | -4.7% |
| 6M | -10.1% | +42.0% | -52.0% | -12.5% |
| YTD | -5.0% | +45.9% | -50.9% | -7.7% |
| 1Y | +2.8% | +46.4% | -43.6% | -0.2% |
| 3Y | +105.1% | +79.0% | +26.1% | +96.1% |
| 5Y | +124.3% | +62.3% | +62.0% | +113.8% |
| All | +124.3% | +59.3% | +65.0% | +113.8% |
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