+215.4%
GLD vs LVS
+1.8%
+213.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.7% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +0.3% | -3.9% | +4.2% | +0.3% |
| 3M | +0.6% | -12.9% | +13.5% | +0.7% |
| 6M | -15.6% | -16.9% | +1.4% | -15.5% |
| YTD | +0.9% | -31.2% | +32.1% | +1.0% |
| 1Y | +19.4% | -16.4% | +35.8% | +19.5% |
| 3Y | +124.5% | -4.4% | +128.9% | +124.5% |
| 5Y | +138.9% | +6.7% | +132.3% | +139.6% |
| All | +215.4% | +1.8% | +213.6% | +210.2% |
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