-21.1%
GIS vs LYV
+564.6%
-585.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.4% | -1.9% | -4.4% | -6.4% |
| 30D | -6.1% | -8.2% | +2.1% | -6.1% |
| 3M | +7.8% | -1.3% | +9.1% | +7.9% |
| 6M | -8.8% | +2.6% | -11.4% | -8.8% |
| YTD | -19.1% | +19.4% | -38.5% | -19.1% |
| 1Y | -24.8% | -2.2% | -22.5% | -24.8% |
| 3Y | -37.6% | +106.0% | -143.6% | -37.4% |
| 5Y | -25.4% | +97.7% | -123.1% | -25.5% |
| All | -21.1% | +564.6% | -585.7% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling