+49.4%
LLY vs GNRC
-2.0%
+51.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.2% |
| 7D | -3.2% | -0.7% | -2.4% | -3.2% |
| 30D | -7.4% | -15.8% | +8.4% | -7.8% |
| 3M | -1.0% | -24.0% | +23.0% | -1.9% |
| 6M | +12.5% | -13.8% | +26.3% | +10.9% |
| YTD | +5.0% | +33.2% | -28.2% | +3.4% |
| All | +49.4% | -2.0% | +51.4% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling