+54.8%
GDX vs LYV
+6.6%
+48.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.5% |
| 7D | -0.4% | -4.5% | +4.1% | +1.1% |
| 30D | +18.6% | -5.5% | +24.1% | +20.7% |
| 3M | +14.9% | +7.8% | +7.1% | +12.5% |
| 6M | -6.3% | +9.4% | -15.6% | -8.7% |
| YTD | +15.7% | +21.8% | -6.0% | +11.8% |
| 1Y | +54.8% | +6.5% | +48.4% | +49.6% |
| All | +54.8% | +6.6% | +48.2% | +49.6% |
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