+2,049.9%
LLY vs GPC
+78.6%
+1,971.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +1.4% | -2.1% | +3.5% | +1.9% |
| 30D | +21.5% | -4.5% | +26.1% | +22.7% |
| 3M | +18.5% | -7.7% | +26.1% | +20.4% |
| 6M | +49.1% | +24.3% | +24.8% | +41.3% |
| YTD | +34.4% | +3.5% | +30.9% | +32.0% |
| 1Y | +46.3% | +0.7% | +45.6% | +44.5% |
| 3Y | +145.5% | 0.0% | +145.5% | +136.8% |
| 5Y | +472.7% | +5.8% | +466.8% | +436.9% |
| 10Y | +2,049.9% | +75.8% | +1,974.2% | +1,640.9% |
| All | +2,049.9% | +78.6% | +1,971.4% | +1,640.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling