+104.7%
LLY vs GME
+0.2%
+104.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.1% | +7.2% | -9.4% | -2.2% |
| 30D | -1.6% | +0.8% | -2.4% | -1.6% |
| 3M | +2.3% | -14.0% | +16.3% | +2.5% |
| 6M | +14.9% | -19.7% | +34.6% | +15.2% |
| YTD | +7.5% | -4.6% | +12.0% | +7.6% |
| 1Y | +55.7% | -14.3% | +70.0% | +56.0% |
| All | +104.7% | +0.2% | +104.5% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling