+1,468.2%
LYV vs GFI
+383.6%
+1,084.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -1.9% | -4.9% | +2.9% | -1.6% |
| 30D | -8.2% | +10.7% | -18.9% | -9.0% |
| 3M | -1.3% | +25.6% | -26.9% | -3.2% |
| 6M | +2.6% | -8.3% | +10.9% | +2.7% |
| YTD | +19.4% | +6.3% | +13.1% | +17.9% |
| 1Y | -2.2% | +22.1% | -24.3% | -4.9% |
| 3Y | +106.0% | +289.2% | -183.1% | +80.8% |
| 5Y | +97.7% | +531.7% | -434.0% | +63.2% |
| 10Y | +560.5% | +1,043.8% | -483.3% | +384.7% |
| All | +1,468.2% | +383.6% | +1,084.6% | +1,046.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling