-17.7%
LVS vs GGLL
+80.0%
-97.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | -1.5% | -4.8% | +3.3% | -1.2% |
| 30D | -3.2% | -13.7% | +10.5% | -2.4% |
| 3M | -12.0% | -21.9% | +9.9% | -10.4% |
| 6M | -19.9% | +11.7% | -31.6% | -22.6% |
| YTD | -30.6% | +2.3% | -32.9% | -32.7% |
| 1Y | -17.7% | +76.2% | -93.9% | -22.9% |
| All | -17.7% | +80.0% | -97.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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