+762.8%
GLD vs LVS
+54.5%
+708.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +1.9% |
| 7D | +4.9% | +5.2% | -0.2% | +4.9% |
| 30D | -1.3% | +12.0% | -13.3% | -1.4% |
| 3M | -4.8% | -11.5% | +6.7% | -4.7% |
| 6M | -12.5% | -23.2% | +10.7% | -12.4% |
| YTD | -4.2% | -36.7% | +32.4% | -4.1% |
| 1Y | +3.0% | -36.8% | +39.8% | +3.2% |
| 3Y | +109.1% | -10.5% | +119.7% | +109.1% |
| 5Y | +121.6% | +5.1% | +116.5% | +121.5% |
| 10Y | +212.2% | -14.0% | +226.2% | +211.9% |
| All | +762.8% | +54.5% | +708.3% | +747.0% |
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