+92.2%
GD vs LYV
+98.5%
-6.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.1% |
| 3Y | +71.8% | +110.0% | -38.2% | +54.6% |
| 5Y | +92.2% | +96.8% | -4.6% | +69.5% |
| All | +92.2% | +98.5% | -6.3% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling