+26.9%
LVS vs GGLL
+309.0%
-282.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.9% |
| 7D | -2.7% | -3.9% | +1.2% | -2.2% |
| 30D | -4.7% | -15.4% | +10.7% | -2.6% |
| 3M | -15.6% | -21.9% | +6.3% | -13.6% |
| 6M | -18.6% | +4.5% | -23.1% | -21.0% |
| YTD | -32.3% | -2.4% | -29.8% | -33.8% |
| 1Y | -18.0% | +57.8% | -75.8% | -26.3% |
| 3Y | -5.8% | +227.2% | -233.1% | -29.3% |
| All | +26.9% | +309.0% | -282.2% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling