-31.8%
LVS vs GPN
+20.6%
-52.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.4% | +6.8% |
| 7D | +13.4% | +15.0% | -1.6% | +10.4% |
| 30D | +12.2% | +16.9% | -4.7% | +8.9% |
| 3M | -10.7% | +9.2% | -19.9% | -12.4% |
| 6M | -19.8% | +34.7% | -54.6% | -24.3% |
| YTD | -35.8% | +25.4% | -61.2% | -39.8% |
| 1Y | -31.8% | +21.7% | -53.5% | -36.0% |
| All | -31.8% | +20.6% | -52.4% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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