+5.0%
LVS vs GLDM
+107.1%
-102.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.8% | -4.6% | +3.8% | -0.4% |
| 30D | +10.0% | -5.5% | +15.5% | +10.6% |
| 3M | -11.0% | -10.9% | -0.2% | -10.2% |
| 6M | -20.1% | -17.3% | -2.8% | -18.9% |
| YTD | -36.3% | -10.2% | -26.2% | -35.9% |
| 1Y | -36.8% | -6.9% | -29.9% | -36.5% |
| 3Y | -9.5% | +98.7% | -108.2% | -16.8% |
| All | +5.0% | +107.1% | -102.1% | -12.4% |
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 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