+2,854.7%
LLY vs GME
+1,082.6%
+1,772.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.1% | +7.2% | -9.4% | -2.4% |
| 30D | -1.6% | +0.8% | -2.4% | -1.7% |
| 3M | +2.3% | -14.0% | +16.3% | +2.8% |
| 6M | +14.9% | -19.7% | +34.6% | +15.7% |
| YTD | +7.5% | -4.6% | +12.0% | +7.5% |
| 1Y | +55.7% | -14.3% | +70.0% | +56.2% |
| 3Y | +110.6% | +4.0% | +106.6% | +100.9% |
| 5Y | +363.4% | -62.2% | +425.6% | +346.9% |
| 10Y | +1,649.0% | +241.4% | +1,407.6% | +982.5% |
| All | +2,854.7% | +1,082.6% | +1,772.1% | +1,329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling