+90.9%
LYV vs GFI
+538.3%
-447.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.9% |
| 3M | -1.3% | +28.5% | -29.7% | -2.9% |
| 6M | +2.6% | -6.2% | +8.8% | +2.4% |
| YTD | +19.4% | +8.7% | +10.7% | +18.3% |
| 1Y | -2.2% | +24.8% | -27.1% | -4.0% |
| 3Y | +106.0% | +298.0% | -192.0% | +90.0% |
| All | +90.9% | +538.3% | -447.3% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling