+19.1%
GDXJ vs LYV
+26.7%
-7.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | +3.8% | +1.9% | +1.9% | +2.8% |
| 30D | -7.7% | +5.5% | -13.2% | -10.3% |
| 3M | -4.3% | -1.2% | -3.0% | -3.7% |
| 6M | -7.4% | +15.3% | -22.7% | -14.4% |
| YTD | -7.9% | +27.2% | -35.1% | -18.2% |
| 1Y | +19.1% | +34.5% | -15.4% | +5.4% |
| All | +19.1% | +26.7% | -7.6% | +5.4% |
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