+1,466.7%
LYV vs GPC
+492.9%
+973.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -5.3% | -0.6% | -4.7% | -5.0% |
| 30D | -7.9% | +1.3% | -9.2% | -8.8% |
| 3M | +4.5% | +37.1% | -32.6% | -17.4% |
| 6M | +2.5% | +23.2% | -20.7% | -13.3% |
| YTD | +19.3% | +13.1% | +6.2% | +4.8% |
| 1Y | -0.2% | +0.9% | -1.0% | -5.2% |
| 3Y | +110.0% | -0.8% | +110.8% | +86.6% |
| 5Y | +96.8% | +31.1% | +65.7% | +35.7% |
| 10Y | +559.9% | +87.4% | +472.5% | +204.0% |
| All | +1,466.7% | +492.9% | +973.8% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling