+824.7%
GLD vs LVS
+69.2%
+755.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | -1.5% | +1.0% | -0.5% |
| 30D | +4.4% | -3.2% | +7.6% | +4.4% |
| 3M | -1.1% | -12.0% | +10.9% | -1.1% |
| 6M | -13.8% | -19.9% | +6.1% | -13.7% |
| YTD | +2.6% | -30.6% | +33.3% | +2.7% |
| 1Y | +24.5% | -17.7% | +42.3% | +24.6% |
| 3Y | +125.8% | -14.2% | +140.1% | +125.8% |
| 5Y | +137.8% | +9.6% | +128.2% | +137.6% |
| 10Y | +221.4% | +5.7% | +215.7% | +220.8% |
| All | +824.7% | +69.2% | +755.5% | +807.6% |
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