-17.4%
GIS vs LYV
+25.0%
-42.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.8% |
| 7D | +8.5% | +6.2% | +2.3% | +7.5% |
| 30D | +15.3% | +7.3% | +8.0% | +14.2% |
| 3M | +0.9% | -0.3% | +1.2% | +0.8% |
| 6M | +7.9% | +16.2% | -8.3% | +6.9% |
| YTD | -17.6% | +28.5% | -46.1% | -18.5% |
| 1Y | -17.4% | +21.5% | -38.9% | -17.9% |
| All | -17.4% | +25.0% | -42.3% | -17.9% |
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