-33.5%
LVS vs GD
+5.1%
-38.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | +11.1% | -5.0% | +16.0% | +11.9% |
| 30D | +14.7% | +8.9% | +5.7% | +12.7% |
| 3M | -10.9% | -8.0% | -2.9% | -10.0% |
| 6M | -22.3% | +2.9% | -25.2% | -22.9% |
| YTD | -35.8% | +7.1% | -42.9% | -36.2% |
| 1Y | -33.5% | +5.9% | -39.4% | -33.6% |
| All | -33.5% | +5.1% | -38.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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