+5.2%
LVS vs GLDM
+143.3%
-138.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -3.2% | +4.4% | -7.6% | -3.6% |
| 3M | -12.0% | -1.1% | -10.9% | -11.9% |
| 6M | -19.9% | -13.7% | -6.2% | -19.2% |
| YTD | -30.6% | +2.8% | -33.4% | -30.9% |
| 1Y | -17.7% | +24.8% | -42.6% | -19.3% |
| 3Y | -14.2% | +127.8% | -142.0% | -21.6% |
| All | +5.2% | +143.3% | -138.1% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling