+361.5%
LLY vs GIS
-21.0%
+382.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -3.1% | -8.3% | +5.2% | -1.5% |
| 30D | -5.1% | +2.2% | -7.2% | -5.5% |
| 3M | -2.1% | +15.7% | -17.8% | -4.8% |
| 6M | +13.8% | -12.0% | +25.8% | +16.0% |
| YTD | +5.1% | -15.0% | +20.1% | +7.6% |
| 1Y | +53.1% | -20.1% | +73.2% | +58.4% |
| 3Y | +95.6% | -34.6% | +130.2% | +106.3% |
| 5Y | +361.5% | -22.8% | +384.4% | +342.3% |
| All | +361.5% | -21.0% | +382.5% | +342.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling