+2,053.0%
LLY vs GME
+470.0%
+1,583.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +4.6% | +6.0% | -1.4% | +4.5% |
| 30D | +22.4% | -5.9% | +28.2% | +22.4% |
| 3M | +17.1% | +38.2% | -21.1% | +16.6% |
| 6M | +44.6% | +14.5% | +30.1% | +44.3% |
| YTD | +33.5% | +27.6% | +5.9% | +33.0% |
| 1Y | +41.1% | +19.9% | +21.2% | +40.7% |
| 3Y | +143.8% | +104.3% | +39.5% | +138.4% |
| 5Y | +473.4% | -49.3% | +522.6% | +465.6% |
| All | +2,053.0% | +470.0% | +1,583.0% | +1,744.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling