-31.8%
LVS vs GAP
+10.4%
-42.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.0% | -1.5% | +4.8% |
| 7D | +13.4% | +8.0% | +5.4% | +11.6% |
| 30D | +12.2% | +2.7% | +9.5% | +11.4% |
| 3M | -10.7% | +16.0% | -26.8% | -13.6% |
| 6M | -19.8% | +2.0% | -21.8% | -20.8% |
| YTD | -35.8% | -4.4% | -31.4% | -35.8% |
| 1Y | -31.8% | +9.2% | -41.0% | -34.9% |
| All | -31.8% | +10.4% | -42.2% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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