+4,870.2%
LLY vs GNRC
+2,120.5%
+2,749.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -3.1% | +4.8% | -8.0% | -3.6% |
| 30D | -5.1% | -10.4% | +5.3% | -4.1% |
| 3M | -2.1% | -28.5% | +26.4% | +0.7% |
| 6M | +13.8% | -6.8% | +20.6% | +13.4% |
| YTD | +5.1% | +39.5% | -34.4% | -0.3% |
| 1Y | +53.1% | +3.4% | +49.7% | +49.6% |
| 3Y | +95.6% | +65.1% | +30.5% | +78.3% |
| 5Y | +361.5% | -57.1% | +418.6% | +375.5% |
| 10Y | +1,545.2% | +432.5% | +1,112.7% | +1,075.8% |
| All | +4,870.2% | +2,120.5% | +2,749.7% | +2,762.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling