+248.5%
GLDM vs LH
+114.1%
+134.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -0.5% | -2.5% | +1.9% | -0.4% |
| 30D | +4.4% | +4.3% | +0.1% | +4.1% |
| 3M | -1.1% | +25.5% | -26.6% | -2.5% |
| 6M | -13.7% | +17.0% | -30.6% | -14.5% |
| YTD | +2.8% | +31.3% | -28.5% | +1.0% |
| 1Y | +24.8% | +20.0% | +4.9% | +23.4% |
| 3Y | +127.8% | +63.9% | +63.9% | +120.7% |
| 5Y | +141.1% | +30.9% | +110.3% | +135.5% |
| All | +248.5% | +114.1% | +134.3% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling