+364.3%
LLY vs GFS
-2.1%
+366.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -3.1% | +4.5% | -7.6% | -3.4% |
| 30D | -8.6% | -8.2% | -0.4% | -8.2% |
| 3M | -1.6% | -38.9% | +37.2% | +1.3% |
| 6M | +11.8% | -2.9% | +14.7% | +10.0% |
| YTD | +5.1% | +31.8% | -26.7% | +0.5% |
| 1Y | +50.7% | +43.1% | +7.6% | +42.7% |
| 3Y | +95.7% | -20.6% | +116.3% | +90.7% |
| All | +364.3% | -2.1% | +366.5% | +329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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