+3,380.8%
LLY vs GME
+1,450.5%
+1,930.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -0.9% |
| 7D | -4.5% | +3.7% | -8.2% | -4.6% |
| 30D | +13.9% | +2.2% | +11.7% | +13.8% |
| 3M | +13.8% | +30.6% | -16.9% | +12.6% |
| 6M | +37.6% | -0.2% | +37.8% | +37.5% |
| YTD | +26.6% | +25.1% | +1.5% | +25.4% |
| 1Y | +45.3% | +17.7% | +27.7% | +44.2% |
| 3Y | +132.2% | +85.7% | +46.6% | +116.9% |
| 5Y | +434.7% | -52.9% | +487.5% | +412.0% |
| 10Y | +2,084.3% | +504.9% | +1,579.4% | +1,185.6% |
| All | +3,380.8% | +1,450.5% | +1,930.3% | +1,566.8% |
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 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