-17.7%
LVS vs GFI
+45.3%
-63.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.5% | +3.1% | -4.6% | -1.7% |
| 30D | -3.2% | +27.1% | -30.3% | -5.1% |
| 3M | -12.0% | +21.2% | -33.1% | -13.4% |
| 6M | -19.9% | -4.5% | -15.4% | -19.8% |
| YTD | -30.6% | +11.7% | -42.4% | -31.0% |
| 1Y | -17.7% | +46.0% | -63.8% | -20.0% |
| All | -17.7% | +45.3% | -63.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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