+549.4%
LYV vs GFI
+1,093.3%
-543.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | 0.0% |
| 7D | -1.9% | -2.7% | +0.8% | -1.8% |
| 30D | -8.2% | +13.2% | -21.4% | -8.6% |
| 3M | -1.3% | +28.5% | -29.7% | -2.2% |
| 6M | +2.6% | -6.2% | +8.8% | +2.5% |
| YTD | +19.4% | +8.7% | +10.7% | +18.7% |
| 1Y | -2.2% | +24.8% | -27.1% | -3.3% |
| 3Y | +106.0% | +298.0% | -192.0% | +96.8% |
| 5Y | +97.7% | +546.0% | -448.3% | +85.8% |
| All | +549.4% | +1,093.3% | -543.9% | +542.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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