+21,985.5%
LLY vs GIS
+1,363.8%
+20,621.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.8% |
| 7D | +1.4% | -4.6% | +5.9% | +3.1% |
| 30D | +21.5% | +6.6% | +14.9% | +18.4% |
| 3M | +18.5% | -8.1% | +26.6% | +21.7% |
| 6M | +49.1% | +4.9% | +44.2% | +44.7% |
| YTD | +34.4% | -21.4% | +55.7% | +45.2% |
| 1Y | +46.3% | -21.6% | +67.9% | +58.1% |
| 3Y | +145.5% | -39.3% | +184.8% | +186.5% |
| 5Y | +472.7% | -33.2% | +505.9% | +531.9% |
| 10Y | +2,049.9% | -17.3% | +2,067.3% | +1,988.5% |
| All | +21,985.5% | +1,363.8% | +20,621.6% | +5,594.2% |
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 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