+1,549.9%
LLY vs GNRC
+448.8%
+1,101.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -8.4% | -15.7% | +7.3% | -7.0% |
| 3M | -3.8% | -27.3% | +23.6% | -1.2% |
| 6M | +11.9% | -12.1% | +24.0% | +12.0% |
| YTD | +4.3% | +37.1% | -32.8% | -1.1% |
| 1Y | +48.5% | -0.5% | +48.9% | +45.4% |
| 3Y | +91.2% | +61.5% | +29.7% | +73.6% |
| 5Y | +387.5% | -58.6% | +446.0% | +418.7% |
| All | +1,549.9% | +448.8% | +1,101.0% | +880.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GNRC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling