-16.4%
LVS vs GGLL
+70.5%
-86.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.3% | +1.9% | -1.5% | +0.2% |
| 30D | -3.9% | -9.7% | +5.8% | -3.3% |
| 3M | -12.9% | -18.0% | +5.2% | -11.8% |
| 6M | -16.9% | +15.3% | -32.2% | -20.0% |
| YTD | -31.2% | +2.2% | -33.5% | -33.3% |
| 1Y | -16.4% | +73.1% | -89.5% | -23.0% |
| All | -16.4% | +70.5% | -86.9% | -23.0% |
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