+73.1%
GD vs LYV
+109.2%
-36.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -3.1% | -5.3% | +2.2% | -2.5% |
| 30D | -10.9% | -7.9% | -3.0% | -10.1% |
| 3M | +2.5% | +4.5% | -2.0% | +1.8% |
| 6M | -1.7% | +2.5% | -4.2% | -2.2% |
| YTD | +6.1% | +19.3% | -13.2% | +3.4% |
| 1Y | +11.7% | -0.2% | +11.9% | +11.3% |
| All | +73.1% | +109.2% | -36.1% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling