-3.3%
LVS vs GFI
+1,093.3%
-1,096.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.5% |
| 7D | -3.5% | -2.7% | -0.8% | -3.4% |
| 30D | -6.2% | +13.2% | -19.5% | -6.6% |
| 3M | -14.8% | +28.5% | -43.3% | -15.5% |
| 6M | -20.9% | -6.2% | -14.7% | -20.9% |
| YTD | -33.0% | +8.7% | -41.8% | -33.4% |
| 1Y | -20.0% | +24.8% | -44.9% | -20.7% |
| 3Y | -6.9% | +298.0% | -305.0% | -10.8% |
| 5Y | +9.1% | +546.0% | -536.9% | +3.8% |
| All | -3.3% | +1,093.3% | -1,096.6% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling