+50.7%
LLY vs GH
+170.3%
-119.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -8.6% | -2.6% | -6.0% | -8.4% |
| 3M | -1.6% | +25.1% | -26.7% | -4.1% |
| 6M | +11.8% | +78.5% | -66.6% | +4.9% |
| YTD | +5.1% | +59.4% | -54.3% | -1.1% |
| 1Y | +50.7% | +173.9% | -123.1% | +34.9% |
| All | +50.7% | +170.3% | -119.5% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling