+220.4%
GDXJ vs LYV
+93.4%
+127.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -2.8% | -1.9% | -0.9% | -2.4% |
| 30D | +5.0% | -8.2% | +13.1% | +7.0% |
| 3M | +24.1% | -1.3% | +25.3% | +24.5% |
| 6M | -7.4% | +2.6% | -10.0% | -7.9% |
| YTD | +10.2% | +19.4% | -9.2% | +6.5% |
| 1Y | +42.5% | -2.2% | +44.8% | +42.5% |
| 3Y | +285.7% | +106.0% | +179.7% | +231.3% |
| All | +220.4% | +93.4% | +127.1% | +173.1% |
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