+140.8%
LLY vs GNRC
+86.4%
+54.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | +6.7% | +7.9% | -1.2% | +6.4% |
| 30D | +19.6% | -3.7% | +23.2% | +19.6% |
| 3M | +19.7% | -11.9% | +31.7% | +20.0% |
| 6M | +42.7% | -28.6% | +71.4% | +44.1% |
| YTD | +35.1% | +39.9% | -4.8% | +28.0% |
| 1Y | +42.2% | +23.4% | +18.8% | +36.1% |
| 3Y | +140.8% | +84.2% | +56.5% | +123.6% |
| All | +140.8% | +86.4% | +54.4% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling