-11.3%
LVS vs GPC
+78.6%
-89.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.1% |
| 7D | -1.3% | -2.1% | +0.8% | -0.4% |
| 30D | +12.2% | -4.5% | +16.7% | +14.3% |
| 3M | -11.3% | -7.7% | -3.6% | -8.4% |
| 6M | -21.6% | +24.3% | -45.9% | -29.8% |
| YTD | -36.6% | +3.5% | -40.1% | -39.2% |
| 1Y | -38.4% | +0.7% | -39.1% | -40.2% |
| 3Y | -10.2% | 0.0% | -10.1% | -16.2% |
| 5Y | +9.4% | +5.8% | +3.6% | -4.1% |
| 10Y | -11.3% | +75.8% | -87.1% | -38.8% |
| All | -11.3% | +78.6% | -89.9% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling