+443.8%
LLY vs GH
+35.8%
+408.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -4.5% | -15.6% | +11.1% | -3.8% |
| 30D | +13.9% | -10.4% | +24.3% | +14.4% |
| 3M | +13.8% | -4.3% | +18.0% | +13.8% |
| 6M | +37.6% | +63.5% | -25.9% | +34.4% |
| YTD | +26.6% | +47.7% | -21.1% | +23.9% |
| 1Y | +45.3% | +56.7% | -11.4% | +41.8% |
| 3Y | +132.2% | +443.9% | -311.6% | +114.7% |
| All | +443.8% | +35.8% | +408.0% | +424.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling