+463.9%
LLY vs GIS
-31.9%
+495.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.6% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +19.7% | +10.1% | +9.7% | +17.5% |
| 3M | +19.3% | -3.7% | +22.9% | +19.7% |
| 6M | +49.3% | +4.3% | +45.1% | +47.6% |
| YTD | +32.0% | -19.8% | +51.8% | +36.3% |
| 1Y | +53.7% | -20.5% | +74.2% | +58.8% |
| 3Y | +143.7% | -38.3% | +182.1% | +158.8% |
| 5Y | +463.9% | -32.2% | +496.1% | +465.1% |
| All | +463.9% | -31.9% | +495.8% | +465.1% |
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