+17,561.1%
LLY vs GAP
+2,258.2%
+15,302.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -2.1% | -4.5% | +2.3% | -1.6% |
| 30D | -1.6% | +9.0% | -10.7% | -2.8% |
| 3M | +2.3% | +5.0% | -2.7% | +1.4% |
| 6M | +14.9% | -17.8% | +32.7% | +16.6% |
| YTD | +7.5% | -10.4% | +17.9% | +7.8% |
| 1Y | +55.7% | -3.4% | +59.1% | +54.4% |
| 3Y | +110.6% | +111.5% | -0.9% | +82.8% |
| 5Y | +363.4% | +8.8% | +354.6% | +320.0% |
| 10Y | +1,649.0% | +32.9% | +1,616.1% | +1,294.8% |
| All | +17,561.1% | +2,258.2% | +15,302.9% | +6,554.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling