-20.0%
LVS vs GFS
+47.5%
-67.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.5% |
| 7D | -3.5% | +3.8% | -7.3% | -3.6% |
| 30D | -6.2% | -11.7% | +5.5% | -5.9% |
| 3M | -14.8% | -41.8% | +26.9% | -13.4% |
| 6M | -20.9% | +6.6% | -27.5% | -25.8% |
| YTD | -33.0% | +34.6% | -67.7% | -39.8% |
| 1Y | -20.0% | +46.2% | -66.2% | -30.1% |
| All | -20.0% | +47.5% | -67.5% | -30.1% |
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