-39.6%
GPN vs LTH
+180.7%
-220.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.1% | +3.7% |
| 7D | -5.6% | -1.3% | -4.4% | -5.2% |
| 30D | +13.6% | +15.7% | -2.1% | +9.4% |
| 3M | -2.8% | +5.0% | -7.8% | -4.2% |
| 6M | +38.1% | +37.7% | +0.4% | +26.7% |
| YTD | +19.9% | +75.0% | -55.1% | +2.5% |
| 1Y | +23.4% | +82.6% | -59.2% | +4.3% |
| 3Y | -12.6% | +241.3% | -253.9% | -38.4% |
| 5Y | -26.6% | +135.4% | -162.0% | -49.6% |
| All | -39.6% | +180.7% | -220.3% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling