+17,561.1%
LLY vs GIS
+1,507.8%
+16,053.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.1% |
| 7D | -2.1% | -7.8% | +5.7% | +0.9% |
| 30D | -1.6% | +6.6% | -8.2% | -4.1% |
| 3M | +2.3% | +21.0% | -18.7% | -5.6% |
| 6M | +14.9% | -9.1% | +24.0% | +18.3% |
| YTD | +7.5% | -13.6% | +21.1% | +12.5% |
| 1Y | +55.7% | -18.0% | +73.7% | +65.8% |
| 3Y | +110.6% | -33.7% | +144.3% | +138.2% |
| 5Y | +363.4% | -19.4% | +382.9% | +375.6% |
| 10Y | +1,649.0% | -21.3% | +1,670.2% | +1,648.4% |
| All | +17,561.1% | +1,507.8% | +16,053.3% | +4,311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling