-37.3%
LVS vs GLDM
+221.7%
-259.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | +11.4% | +1.9% | +9.5% | +11.3% |
| 30D | +13.6% | -1.7% | +15.3% | +13.6% |
| 3M | -10.0% | -3.5% | -6.5% | -10.0% |
| 6M | -20.6% | -10.1% | -10.5% | -20.5% |
| YTD | -35.5% | -5.0% | -30.5% | -35.3% |
| 1Y | -32.9% | +2.8% | -35.7% | -32.6% |
| 3Y | -10.3% | +105.1% | -115.4% | -8.9% |
| 5Y | +3.1% | +124.3% | -121.2% | +4.7% |
| All | -37.3% | +221.7% | -259.0% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling