+2,077.5%
LLY vs GIS
-16.9%
+2,094.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.5% |
| 7D | +6.6% | -3.4% | +10.0% | +7.6% |
| 30D | +19.4% | +6.9% | +12.5% | +17.0% |
| 3M | +19.6% | -10.1% | +29.7% | +22.7% |
| 6M | +42.6% | +5.9% | +36.7% | +39.2% |
| YTD | +35.0% | -21.1% | +56.1% | +42.9% |
| 1Y | +42.0% | -22.5% | +64.5% | +51.0% |
| 3Y | +140.5% | -39.0% | +179.5% | +169.3% |
| 5Y | +479.9% | -33.3% | +513.2% | +519.7% |
| All | +2,077.5% | -16.9% | +2,094.4% | +1,922.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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