+105.3%
GLD vs LVS
-10.4%
+115.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +4.7% | +11.1% | -6.4% | +4.2% |
| 30D | -0.9% | +14.7% | -15.6% | -1.5% |
| 3M | -4.4% | -10.9% | +6.5% | -4.1% |
| 6M | -13.6% | -22.3% | +8.8% | -12.9% |
| YTD | -6.0% | -35.8% | +29.8% | -4.9% |
| 1Y | +1.8% | -33.5% | +35.2% | +2.9% |
| All | +105.3% | -10.4% | +115.6% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling