+52.3%
LVS vs GPC
+531.6%
-479.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.1% |
| 7D | -1.5% | +1.2% | -2.7% | -2.3% |
| 30D | -3.2% | +6.0% | -9.2% | -7.3% |
| 3M | -12.0% | +42.6% | -54.6% | -34.0% |
| 6M | -19.9% | +22.8% | -42.7% | -33.3% |
| YTD | -30.6% | +15.5% | -46.1% | -40.8% |
| 1Y | -17.7% | +2.0% | -19.8% | -23.2% |
| 3Y | -14.2% | -1.4% | -12.8% | -24.8% |
| 5Y | +9.6% | +30.6% | -21.0% | -28.5% |
| 10Y | +5.7% | +80.6% | -74.9% | -55.9% |
| All | +52.3% | +531.6% | -479.3% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling