+2.8%
GLD vs LYV
+25.0%
-22.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.3% |
| 7D | -0.3% | +6.2% | -6.5% | -1.2% |
| 30D | -1.9% | +7.3% | -9.2% | -2.9% |
| 3M | -0.4% | -0.3% | -0.2% | -0.4% |
| 6M | -10.2% | +16.2% | -26.4% | -12.2% |
| YTD | -6.0% | +28.5% | -34.6% | -9.2% |
| 1Y | +2.8% | +21.5% | -18.7% | -0.7% |
| All | +2.8% | +25.0% | -22.2% | -0.7% |
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