-37.6%
GIS vs LYV
+109.4%
-146.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.4% | -1.9% | -4.4% | -6.3% |
| 30D | -6.1% | -8.2% | +2.1% | -5.8% |
| 3M | +7.8% | -1.3% | +9.1% | +8.0% |
| 6M | -8.8% | +2.6% | -11.4% | -8.8% |
| YTD | -19.1% | +19.4% | -38.5% | -19.2% |
| 1Y | -24.8% | -2.2% | -22.5% | -24.8% |
| 3Y | -37.6% | +106.0% | -143.6% | -37.6% |
| All | -37.6% | +109.4% | -146.9% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling