+104.7%
LLY vs GIS
-33.3%
+138.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -2.1% | -7.8% | +5.7% | -1.1% |
| 30D | -1.6% | +6.6% | -8.2% | -2.4% |
| 3M | +2.3% | +21.0% | -18.7% | 0.0% |
| 6M | +14.9% | -9.1% | +24.0% | +15.1% |
| YTD | +7.5% | -13.6% | +21.1% | +8.2% |
| 1Y | +55.7% | -18.0% | +73.7% | +57.3% |
| All | +104.7% | -33.3% | +138.0% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling