-31.8%
LVS vs GFS
+15.5%
-47.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.9% | +12.4% | +6.4% |
| 7D | +13.4% | -12.5% | +25.9% | +13.4% |
| 30D | +12.2% | -16.9% | +29.1% | +12.2% |
| 3M | -10.7% | -22.3% | +11.5% | -10.7% |
| 6M | -19.8% | -40.2% | +20.4% | -20.7% |
| YTD | -35.8% | +16.0% | -51.8% | -39.3% |
| 1Y | -31.8% | +17.7% | -49.5% | -35.6% |
| All | -31.8% | +15.5% | -47.3% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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