+121.8%
GLDM vs LH
+62.5%
+59.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +4.7% | +1.4% | +3.2% | +4.5% |
| 30D | -0.9% | +17.5% | -18.4% | -2.2% |
| 3M | -4.3% | +16.1% | -20.4% | -5.5% |
| 6M | -13.4% | +43.4% | -56.8% | -15.8% |
| YTD | -5.8% | +47.2% | -53.0% | -8.6% |
| 1Y | +2.1% | +50.1% | -48.1% | -1.0% |
| 3Y | +105.0% | +81.2% | +23.9% | +95.9% |
| All | +121.8% | +62.5% | +59.2% | +111.6% |
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