+1,004.4%
LLY vs GH
+486.6%
+517.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -8.6% | -2.6% | -6.0% | -8.5% |
| 3M | -1.6% | +25.1% | -26.7% | -3.1% |
| 6M | +11.8% | +78.5% | -66.6% | +7.8% |
| YTD | +5.1% | +59.4% | -54.3% | +1.8% |
| 1Y | +50.7% | +173.9% | -123.1% | +41.3% |
| 3Y | +95.7% | +382.7% | -287.1% | +74.6% |
| 5Y | +390.2% | +24.4% | +365.8% | +365.8% |
| All | +1,004.4% | +486.6% | +517.8% | +837.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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