+483.3%
LLY vs GFS
-25.2%
+508.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.4% |
| 7D | +6.7% | +7.4% | -0.6% | +6.3% |
| 30D | +19.6% | -15.3% | +34.8% | +20.6% |
| 3M | +19.7% | -21.1% | +40.8% | +21.1% |
| 6M | +42.7% | -44.5% | +87.2% | +47.0% |
| YTD | +35.1% | +19.2% | +15.9% | +29.6% |
| 1Y | +42.2% | +27.2% | +14.9% | +35.5% |
| 3Y | +140.8% | -20.1% | +160.9% | +133.2% |
| All | +483.3% | -25.2% | +508.6% | +452.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling