+19.2%
LVS vs GGLL
+210.8%
-191.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.0% |
| 7D | -0.8% | +7.7% | -8.5% | -1.8% |
| 30D | +10.0% | -30.2% | +40.2% | +14.3% |
| 3M | -11.0% | -31.3% | +20.2% | -7.5% |
| 6M | -20.1% | -52.1% | +31.9% | -13.4% |
| YTD | -36.3% | -25.9% | -10.5% | -36.1% |
| 1Y | -36.8% | -8.5% | -28.4% | -38.9% |
| 3Y | -9.5% | +165.5% | -175.1% | -30.9% |
| All | +19.2% | +210.8% | -191.6% | -12.8% |
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