-37.7%
LVS vs GGLL
-16.8%
-20.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.8% | -1.5% |
| 7D | +5.2% | +6.3% | -1.2% | +4.9% |
| 30D | +12.0% | -35.1% | +47.1% | +14.2% |
| 3M | -11.5% | -37.7% | +26.2% | -9.7% |
| 6M | -23.2% | -54.1% | +30.9% | -19.2% |
| YTD | -36.7% | -29.4% | -7.2% | -38.1% |
| All | -37.7% | -16.8% | -20.9% | -39.7% |
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