+901.2%
GD vs LYV
+1,477.3%
-576.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.3% |
| 7D | -5.3% | -4.5% | -0.8% | -4.4% |
| 30D | -6.4% | -5.5% | -1.0% | -5.4% |
| 3M | +5.7% | +7.8% | -2.1% | +3.9% |
| 6M | -0.9% | +9.4% | -10.3% | -3.3% |
| YTD | +8.2% | +21.8% | -13.6% | +3.1% |
| 1Y | +13.4% | +6.5% | +7.0% | +10.8% |
| 3Y | +68.5% | +106.4% | -37.9% | +41.1% |
| 5Y | +97.2% | +101.6% | -4.4% | +60.0% |
| 10Y | +190.2% | +540.9% | -350.7% | +74.7% |
| All | +901.2% | +1,477.3% | -576.1% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling