+1,545.2%
LLY vs GAP
+34.2%
+1,511.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -3.1% | +1.7% | -4.8% | -3.2% |
| 30D | -5.1% | +9.3% | -14.4% | -5.7% |
| 3M | -2.1% | +6.1% | -8.1% | -2.6% |
| 6M | +13.8% | -2.3% | +16.1% | +13.7% |
| YTD | +5.1% | -10.6% | +15.7% | +5.3% |
| 1Y | +53.1% | -4.4% | +57.6% | +52.6% |
| 3Y | +95.6% | +118.3% | -22.7% | +81.7% |
| 5Y | +361.5% | +12.2% | +349.3% | +338.6% |
| 10Y | +1,545.2% | +33.7% | +1,511.4% | +1,372.1% |
| All | +1,545.2% | +34.2% | +1,511.0% | +1,372.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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