-37.5%
LVS vs GLDM
+216.5%
-253.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.7% |
| 7D | +6.7% | +2.9% | +3.8% | +6.6% |
| 30D | +13.8% | -3.9% | +17.7% | +13.8% |
| 3M | -9.5% | -8.1% | -1.3% | -9.4% |
| 6M | -22.0% | -14.7% | -7.3% | -21.8% |
| YTD | -35.7% | -6.6% | -29.1% | -35.4% |
| 1Y | -36.7% | -2.1% | -34.6% | -36.4% |
| 3Y | -8.8% | +107.7% | -116.5% | -7.2% |
| 5Y | +9.5% | +116.5% | -106.9% | +11.0% |
| All | -37.5% | +216.5% | -253.9% | -33.4% |
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