+92.7%
LLY vs GFI
+304.2%
-211.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | 0.0% |
| 7D | -3.1% | +4.7% | -7.8% | -3.2% |
| 30D | -8.6% | +14.4% | -23.0% | -8.9% |
| 3M | -1.6% | +32.5% | -34.2% | -2.3% |
| 6M | +11.8% | -7.2% | +19.0% | +11.4% |
| YTD | +5.1% | +10.9% | -5.7% | +4.9% |
| 1Y | +50.7% | +35.5% | +15.3% | +51.3% |
| All | +92.7% | +304.2% | -211.5% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling