+549.4%
LYV vs GPC
+86.4%
+463.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.9% | -3.2% | +1.3% | -0.4% |
| 30D | -8.2% | +0.5% | -8.7% | -8.4% |
| 3M | -1.3% | +31.7% | -33.0% | -14.2% |
| 6M | +2.6% | +24.7% | -22.1% | -8.8% |
| YTD | +19.4% | +11.8% | +7.6% | +10.2% |
| 1Y | -2.2% | -3.0% | +0.7% | -3.3% |
| 3Y | +106.0% | -1.1% | +107.2% | +92.5% |
| 5Y | +97.7% | +30.5% | +67.2% | +54.8% |
| All | +549.4% | +86.4% | +463.1% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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