-31.8%
LVS vs GLDM
+2.8%
-34.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.7% | +2.8% | +5.9% |
| 7D | +13.4% | -0.3% | +13.7% | +13.3% |
| 30D | +12.2% | -1.9% | +14.0% | +12.3% |
| 3M | -10.7% | -0.4% | -10.4% | -10.8% |
| 6M | -19.8% | -10.1% | -9.8% | -19.0% |
| YTD | -35.8% | -5.8% | -29.9% | -37.2% |
| 1Y | -31.8% | +3.1% | -34.9% | -37.2% |
| All | -31.8% | +2.8% | -34.6% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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