+1,580.3%
LLY vs GME
+255.4%
+1,324.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | 0.0% |
| 7D | -3.1% | +4.8% | -7.9% | -3.2% |
| 30D | -8.6% | +5.9% | -14.5% | -8.7% |
| 3M | -1.6% | -10.7% | +9.1% | -1.5% |
| 6M | +11.8% | -19.8% | +31.6% | +12.1% |
| YTD | +5.1% | -0.9% | +6.1% | +5.1% |
| 1Y | +50.7% | -15.7% | +66.4% | +51.0% |
| 3Y | +95.7% | +12.3% | +83.4% | +92.8% |
| 5Y | +390.2% | -60.1% | +450.2% | +384.8% |
| 10Y | +1,580.3% | +265.3% | +1,315.0% | +1,277.5% |
| All | +1,580.3% | +255.4% | +1,324.9% | +1,277.5% |
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