+1,319.8%
LLY vs GH
+446.7%
+873.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.4% |
| 7D | +6.7% | +0.6% | +6.2% | +6.7% |
| 30D | +19.6% | -6.9% | +26.5% | +20.0% |
| 3M | +19.7% | -4.9% | +24.6% | +19.9% |
| 6M | +42.7% | +54.1% | -11.3% | +38.7% |
| YTD | +35.1% | +48.5% | -13.4% | +31.2% |
| 1Y | +42.2% | +61.2% | -19.0% | +37.3% |
| 3Y | +140.8% | +570.3% | -429.6% | +110.2% |
| 5Y | +480.6% | +46.1% | +434.4% | +444.1% |
| All | +1,319.8% | +446.7% | +873.2% | +1,108.0% |
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