+36.1%
LVS vs GPC
+461.8%
-425.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.7% |
| 7D | -3.9% | -1.3% | -2.6% | -3.0% |
| 30D | +7.1% | -6.0% | +13.1% | +11.7% |
| 3M | -13.2% | -7.6% | -5.6% | -8.5% |
| 6M | -22.8% | +24.2% | -47.0% | -36.6% |
| YTD | -38.0% | +2.7% | -40.7% | -42.6% |
| 1Y | -39.5% | +0.2% | -39.6% | -43.0% |
| 3Y | -12.2% | -0.8% | -11.4% | -23.6% |
| 5Y | +6.4% | +4.4% | +2.0% | -16.6% |
| 10Y | -13.3% | +74.5% | -87.8% | -64.0% |
| All | +36.1% | +461.8% | -425.8% | -87.6% |
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