+2,024.1%
LLY vs GPC
+85.0%
+1,939.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.6% |
| 7D | +1.6% | +0.4% | +1.3% | +1.6% |
| 30D | +21.5% | -1.8% | +23.3% | +21.9% |
| 3M | +16.4% | -6.6% | +23.0% | +18.0% |
| 6M | +51.5% | +21.3% | +30.2% | +44.3% |
| YTD | +33.9% | +4.3% | +29.6% | +31.3% |
| 1Y | +49.1% | +3.3% | +45.9% | +46.4% |
| 3Y | +144.6% | +0.8% | +143.9% | +135.6% |
| 5Y | +466.3% | +7.4% | +458.9% | +429.1% |
| 10Y | +2,024.1% | +79.2% | +1,944.9% | +1,617.8% |
| All | +2,024.1% | +85.0% | +1,939.1% | +1,617.8% |
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