+14.2%
LVS vs GFS
-2.1%
+16.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.3% | +3.2% | -7.5% | -4.9% |
| 30D | -6.8% | -9.6% | +2.7% | -5.1% |
| 3M | -15.6% | -38.5% | +22.9% | -7.8% |
| 6M | -20.6% | -1.3% | -19.3% | -24.5% |
| YTD | -33.4% | +31.8% | -65.2% | -42.0% |
| 1Y | -20.1% | +44.6% | -64.7% | -32.5% |
| 3Y | -7.4% | -20.6% | +13.2% | -12.1% |
| All | +14.2% | -2.1% | +16.3% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling