-38.4%
LVS vs GLDM
+225.0%
-263.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.2% | -1.4% |
| 7D | +5.2% | +5.0% | +0.2% | +5.0% |
| 30D | +12.0% | -1.3% | +13.3% | +12.0% |
| 3M | -11.5% | -4.7% | -6.8% | -11.5% |
| 6M | -23.2% | -12.4% | -10.9% | -23.1% |
| YTD | -36.7% | -4.1% | -32.6% | -36.5% |
| 1Y | -36.8% | +3.3% | -40.1% | -36.5% |
| 3Y | -10.5% | +110.9% | -121.5% | -9.0% |
| 5Y | +5.1% | +124.8% | -119.7% | +6.5% |
| All | -38.4% | +225.0% | -263.5% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling