+9.4%
LVS vs GLDM
+112.9%
-103.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | -1.3% | -2.0% | +0.7% | -1.1% |
| 30D | +12.2% | -4.4% | +16.6% | +12.6% |
| 3M | -11.3% | -8.8% | -2.4% | -10.6% |
| 6M | -21.6% | -15.9% | -5.7% | -20.5% |
| YTD | -36.6% | -7.7% | -28.9% | -36.3% |
| 1Y | -38.4% | -3.6% | -34.8% | -38.3% |
| 3Y | -10.2% | +105.2% | -115.4% | -17.6% |
| 5Y | +9.4% | +112.8% | -103.3% | -8.7% |
| All | +9.4% | +112.9% | -103.5% | -8.7% |
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