+374.7%
LLY vs GFS
-3.7%
+378.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -2.1% | +1.0% | -3.2% | -2.2% |
| 30D | -1.6% | -8.6% | +7.0% | -1.2% |
| 3M | +2.3% | -46.5% | +48.8% | +6.4% |
| 6M | +14.9% | -4.8% | +19.7% | +13.1% |
| YTD | +7.5% | +29.7% | -22.2% | +2.9% |
| 1Y | +55.7% | +35.8% | +19.8% | +48.0% |
| 3Y | +110.6% | -18.3% | +128.9% | +104.7% |
| All | +374.7% | -3.7% | +378.4% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling