+42.2%
LLY vs GME
+21.5%
+20.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +6.7% | +2.9% | +3.8% | +6.3% |
| 30D | +19.6% | -4.8% | +24.4% | +20.0% |
| 3M | +19.7% | +39.2% | -19.5% | +14.5% |
| 6M | +42.7% | +17.1% | +25.7% | +39.6% |
| YTD | +35.1% | +28.7% | +6.4% | +32.9% |
| 1Y | +42.2% | +23.3% | +18.9% | +39.2% |
| All | +42.2% | +21.5% | +20.7% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling