+917.4%
GD vs LYV
+1,522.3%
-604.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.7% | +1.8% | +0.8% | +2.3% |
| 30D | +8.6% | +5.7% | +2.9% | +7.4% |
| 3M | -7.1% | -4.1% | -3.0% | -6.4% |
| 6M | +7.5% | +5.9% | +1.5% | +5.9% |
| YTD | +9.9% | +25.2% | -15.3% | +4.1% |
| 1Y | +7.6% | +30.4% | -22.9% | +0.9% |
| 3Y | +56.2% | +103.6% | -47.4% | +31.3% |
| 5Y | +100.6% | +58.9% | +41.8% | +72.3% |
| 10Y | +167.8% | +524.8% | -357.0% | +62.0% |
| All | +917.4% | +1,522.3% | -604.8% | +395.3% |
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