+3,582.0%
LLY vs GME
+1,469.6%
+2,112.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.5% |
| 7D | +1.6% | +4.8% | -3.2% | +1.5% |
| 30D | +21.5% | -4.3% | +25.7% | +21.6% |
| 3M | +16.4% | +35.3% | -18.9% | +15.1% |
| 6M | +51.5% | +4.7% | +46.8% | +51.1% |
| YTD | +33.9% | +26.6% | +7.3% | +32.6% |
| 1Y | +49.1% | +18.3% | +30.8% | +47.9% |
| 3Y | +144.6% | +102.8% | +41.8% | +127.7% |
| 5Y | +466.3% | -48.9% | +515.3% | +440.6% |
| 10Y | +2,024.1% | +480.5% | +1,543.7% | +1,158.8% |
| All | +3,582.0% | +1,469.6% | +2,112.4% | +1,662.4% |
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