+10.4%
LVS vs GH
+24.1%
-13.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -4.7% | -2.6% | -2.0% | -4.4% |
| 3M | -15.6% | +25.1% | -40.7% | -19.2% |
| 6M | -18.6% | +78.5% | -97.1% | -27.3% |
| YTD | -32.3% | +59.4% | -91.6% | -38.6% |
| 1Y | -18.0% | +173.9% | -191.9% | -33.1% |
| 3Y | -5.8% | +382.7% | -388.6% | -34.8% |
| All | +10.4% | +24.1% | -13.8% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 5y: compounded portfolio wealth divided by compounded GH 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…
5y analysis · Full analysis span regression · 6 months rolling