+6.5%
LYV vs GLDM
+24.7%
-18.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.1% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | -5.5% | +4.4% | -9.9% | -6.0% |
| 3M | +7.8% | -1.1% | +8.8% | +7.9% |
| 6M | +9.4% | -13.7% | +23.0% | +11.1% |
| YTD | +21.8% | +2.8% | +19.0% | +24.0% |
| 1Y | +6.5% | +24.8% | -18.4% | -3.6% |
| All | +6.5% | +24.7% | -18.3% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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