+443.8%
LLY vs GAP
+5.0%
+438.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | -0.5% |
| 7D | -4.5% | -3.8% | -0.7% | -4.3% |
| 30D | +13.9% | -9.0% | +22.9% | +14.6% |
| 3M | +13.8% | +5.5% | +8.3% | +13.3% |
| 6M | +37.6% | -11.1% | +48.7% | +38.3% |
| YTD | +26.6% | -13.6% | +40.2% | +27.2% |
| 1Y | +45.3% | -2.9% | +48.2% | +45.0% |
| 3Y | +132.2% | +69.6% | +62.6% | +122.8% |
| All | +443.8% | +5.0% | +438.8% | +409.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling