-11.7%
LVS vs GLDM
+104.2%
-115.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +11.1% | +4.7% | +6.4% | +10.5% |
| 30D | +14.7% | -0.9% | +15.5% | +14.7% |
| 3M | -10.9% | -4.3% | -6.6% | -10.7% |
| 6M | -22.3% | -13.4% | -9.0% | -21.4% |
| YTD | -35.8% | -5.8% | -30.0% | -35.6% |
| 1Y | -33.5% | +2.1% | -35.5% | -33.6% |
| 3Y | -11.7% | +105.0% | -116.7% | -25.5% |
| All | -11.7% | +104.2% | -115.9% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling