+215.0%
GLD vs LYV
+564.6%
-349.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.0% | -1.9% | 0.0% | -2.0% |
| 30D | -1.5% | -8.2% | +6.7% | -1.5% |
| 3M | +3.2% | -1.3% | +4.5% | +3.2% |
| 6M | -16.3% | +2.6% | -18.9% | -16.3% |
| YTD | +0.6% | +19.4% | -18.8% | +0.6% |
| 1Y | +19.1% | -2.2% | +21.4% | +19.0% |
| 3Y | +123.5% | +106.0% | +17.5% | +124.4% |
| 5Y | +138.5% | +97.7% | +40.9% | +139.5% |
| All | +215.0% | +564.6% | -349.6% | +214.8% |
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