+218.6%
GIS vs LVS
+67.7%
+150.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -8.3% | +0.3% | -8.6% | -8.3% |
| 30D | +2.2% | -3.9% | +6.1% | +2.3% |
| 3M | +15.7% | -12.9% | +28.6% | +16.2% |
| 6M | -12.0% | -16.9% | +5.0% | -11.4% |
| YTD | -15.0% | -31.2% | +16.3% | -13.9% |
| 1Y | -20.1% | -16.4% | -3.7% | -19.8% |
| 3Y | -34.6% | -4.4% | -30.2% | -34.9% |
| 5Y | -22.8% | +6.7% | -29.5% | -24.1% |
| 10Y | -18.5% | +1.4% | -19.9% | -20.8% |
| All | +218.6% | +67.7% | +150.9% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling