+1,587.6%
LH vs GPC
+2,228.8%
-641.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | +1.2% | -2.1% | +3.3% | +2.0% |
| 30D | +18.0% | -4.5% | +22.5% | +19.8% |
| 3M | +15.7% | -7.7% | +23.4% | +18.7% |
| 6M | +46.6% | +24.3% | +22.3% | +33.9% |
| YTD | +49.5% | +3.5% | +46.0% | +44.7% |
| 1Y | +40.2% | +0.7% | +39.4% | +37.0% |
| 3Y | +87.6% | 0.0% | +87.6% | +78.1% |
| 5Y | +59.3% | +5.8% | +53.4% | +45.4% |
| 10Y | +266.1% | +75.8% | +190.3% | +161.1% |
| All | +1,587.6% | +2,228.8% | -641.2% | +345.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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