-6.9%
LVS vs GPN
-27.6%
+20.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -3.5% | -4.6% | +1.1% | -2.2% |
| 30D | -6.2% | -0.3% | -6.0% | -6.3% |
| 3M | -14.8% | +35.4% | -50.3% | -22.3% |
| 6M | -20.9% | +21.7% | -42.5% | -25.8% |
| YTD | -33.0% | +14.9% | -47.9% | -36.5% |
| 1Y | -20.0% | +3.2% | -23.2% | -21.7% |
| 3Y | -6.9% | -27.1% | +20.2% | -2.2% |
| All | -6.9% | -27.6% | +20.7% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling