+8.2%
GD vs LYV
+25.0%
-16.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -2.8% |
| 7D | +3.0% | +6.2% | -3.2% | +2.5% |
| 30D | +10.5% | +7.3% | +3.2% | +9.9% |
| 3M | -5.0% | -0.3% | -4.7% | -5.0% |
| 6M | +5.5% | +16.2% | -10.8% | +4.1% |
| YTD | +10.3% | +28.5% | -18.2% | +7.7% |
| 1Y | +8.2% | +21.5% | -13.4% | +6.0% |
| All | +8.2% | +25.0% | -16.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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