+90.9%
LYV vs GPC
+29.4%
+61.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.9% | -3.2% | +1.3% | -0.8% |
| 30D | -8.2% | +0.5% | -8.7% | -8.4% |
| 3M | -1.3% | +31.7% | -33.0% | -11.3% |
| 6M | +2.6% | +24.7% | -22.1% | -6.2% |
| YTD | +19.4% | +11.8% | +7.6% | +12.2% |
| 1Y | -2.2% | -3.0% | +0.7% | -2.8% |
| 3Y | +106.0% | -1.1% | +107.2% | +94.7% |
| All | +90.9% | +29.4% | +61.5% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling