+50.7%
LLY vs GME
-13.9%
+64.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.6% |
| 7D | -3.1% | +4.8% | -7.9% | -3.6% |
| 30D | -8.6% | +5.9% | -14.5% | -9.2% |
| 3M | -1.6% | -10.7% | +9.1% | -0.3% |
| 6M | +11.8% | -19.8% | +31.6% | +14.4% |
| YTD | +5.1% | -0.9% | +6.1% | +6.4% |
| 1Y | +50.7% | -15.7% | +66.4% | +53.8% |
| All | +50.7% | -13.9% | +64.6% | +53.8% |
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