-8.1%
GLD vs LVS
-39.8%
+31.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.5% |
| 7D | -5.5% | -3.9% | -1.6% | -5.0% |
| 30D | -7.0% | +7.1% | -14.1% | -7.7% |
| 3M | -12.4% | -13.2% | +0.8% | -11.3% |
| 6M | -18.0% | -22.8% | +4.8% | -16.1% |
| YTD | -10.5% | -38.0% | +27.6% | -6.6% |
| 1Y | -8.1% | -39.5% | +31.4% | -3.8% |
| All | -8.1% | -39.8% | +31.7% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling