-3.3%
LVS vs GPN
+28.5%
-31.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -3.5% | -4.3% | +0.9% | -1.6% |
| 30D | -6.2% | 0.0% | -6.3% | -6.5% |
| 3M | -14.8% | +35.8% | -50.7% | -26.7% |
| 6M | -20.9% | +22.0% | -42.9% | -29.1% |
| YTD | -33.0% | +15.2% | -48.3% | -39.1% |
| 1Y | -20.0% | +3.5% | -23.5% | -24.0% |
| 3Y | -6.9% | -26.9% | +20.0% | +0.5% |
| 5Y | +9.1% | -44.2% | +53.3% | +30.9% |
| All | -3.3% | +28.5% | -31.8% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling