+361.5%
LLY vs GH
+22.3%
+339.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -3.1% | -2.1% | -1.0% | -3.0% |
| 30D | -5.1% | -4.5% | -0.6% | -4.9% |
| 3M | -2.1% | +28.9% | -31.0% | -3.2% |
| 6M | +13.8% | +76.5% | -62.7% | +10.9% |
| YTD | +5.1% | +57.6% | -52.5% | +2.7% |
| 1Y | +53.1% | +167.5% | -114.4% | +46.4% |
| 3Y | +95.6% | +377.4% | -281.8% | +82.2% |
| 5Y | +361.5% | +23.8% | +337.7% | +338.4% |
| All | +361.5% | +22.3% | +339.2% | +338.4% |
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