-31.8%
LVS vs GNRC
+17.5%
-49.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -9.5% | +16.0% | +6.6% |
| 7D | +13.4% | -6.0% | +19.4% | +13.4% |
| 30D | +12.2% | -12.0% | +24.2% | +12.3% |
| 3M | -10.7% | -13.4% | +2.7% | -10.5% |
| 6M | -19.8% | -26.4% | +6.5% | -19.4% |
| YTD | -35.8% | +38.8% | -74.6% | -40.7% |
| 1Y | -31.8% | +20.9% | -52.7% | -36.2% |
| All | -31.8% | +17.5% | -49.3% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling