+1,580.3%
LLY vs GIS
-19.2%
+1,599.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -3.1% | -8.6% | +5.5% | -0.6% |
| 30D | -8.6% | -0.5% | -8.2% | -8.6% |
| 3M | -1.6% | +11.9% | -13.5% | -5.1% |
| 6M | +11.8% | -11.6% | +23.4% | +15.2% |
| YTD | +5.1% | -16.3% | +21.4% | +9.8% |
| 1Y | +50.7% | -21.8% | +72.5% | +60.2% |
| 3Y | +95.7% | -35.7% | +131.3% | +116.2% |
| 5Y | +390.2% | -22.9% | +413.0% | +400.2% |
| 10Y | +1,580.3% | -16.8% | +1,597.1% | +1,506.3% |
| All | +1,580.3% | -19.2% | +1,599.5% | +1,506.3% |
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