-37.7%
LVS vs GLDM
+1.2%
-38.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.2% | -1.6% |
| 7D | +5.2% | +5.0% | +0.2% | +4.4% |
| 30D | +12.0% | -1.3% | +13.3% | +11.9% |
| 3M | -11.5% | -4.7% | -6.8% | -11.3% |
| 6M | -23.2% | -12.4% | -10.9% | -22.3% |
| YTD | -36.7% | -4.1% | -32.6% | -37.7% |
| All | -37.7% | +1.2% | -38.9% | -40.1% |
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