-21.1%
GIS vs LVS
0.0%
-21.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -6.4% | -3.5% | -2.9% | -6.3% |
| 30D | -6.1% | -6.2% | +0.1% | -6.0% |
| 3M | +7.8% | -14.8% | +22.7% | +8.2% |
| 6M | -8.8% | -20.9% | +12.1% | -8.4% |
| YTD | -19.1% | -33.0% | +13.9% | -18.5% |
| 1Y | -24.8% | -20.0% | -4.7% | -24.5% |
| 3Y | -37.6% | -6.9% | -30.6% | -37.8% |
| 5Y | -25.4% | +9.1% | -34.5% | -25.9% |
| All | -21.1% | 0.0% | -21.1% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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