+1,029.2%
LLY vs GH
+481.7%
+547.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | -1.6% | -1.1% | -0.5% | -1.6% |
| 3M | +2.3% | +21.3% | -19.0% | +1.0% |
| 6M | +14.9% | +73.5% | -58.6% | +10.9% |
| YTD | +7.5% | +58.0% | -50.6% | +4.1% |
| 1Y | +55.7% | +163.1% | -107.4% | +46.2% |
| 3Y | +110.6% | +361.0% | -250.4% | +88.4% |
| 5Y | +363.4% | +22.5% | +340.9% | +340.8% |
| All | +1,029.2% | +481.7% | +547.5% | +858.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling