-25.2%
GIS vs LVS
+3.5%
-28.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.4% | -3.0% |
| 7D | -8.4% | -4.3% | -4.1% | -8.3% |
| 30D | -5.2% | -6.8% | +1.6% | -5.0% |
| 3M | +8.2% | -15.6% | +23.8% | +8.6% |
| 6M | -12.0% | -20.6% | +8.6% | -11.6% |
| YTD | -18.9% | -33.4% | +14.5% | -18.2% |
| 1Y | -23.6% | -20.1% | -3.5% | -23.3% |
| 3Y | -37.6% | -7.4% | -30.2% | -38.0% |
| 5Y | -25.2% | +8.5% | -33.7% | -24.5% |
| All | -25.2% | +3.5% | -28.7% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling