+53.9%
LYV vs GLDM
+107.1%
-53.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -0.9% |
| 7D | +1.8% | -4.6% | +6.4% | +2.2% |
| 30D | +5.7% | -5.5% | +11.2% | +6.2% |
| 3M | -4.1% | -10.9% | +6.8% | -3.2% |
| 6M | +5.9% | -17.3% | +23.3% | +7.6% |
| YTD | +25.2% | -10.2% | +35.4% | +27.2% |
| 1Y | +30.4% | -6.9% | +37.4% | +32.5% |
| 3Y | +103.6% | +98.7% | +5.0% | +106.0% |
| All | +53.9% | +107.1% | -53.2% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling