+144.6%
LLY vs GPC
+1.3%
+143.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.5% |
| 7D | +1.6% | +0.4% | +1.3% | +1.6% |
| 30D | +21.5% | -1.8% | +23.3% | +21.7% |
| 3M | +16.4% | -6.6% | +23.0% | +17.3% |
| 6M | +51.5% | +21.3% | +30.2% | +47.8% |
| YTD | +33.9% | +4.3% | +29.6% | +32.5% |
| 1Y | +49.1% | +3.3% | +45.9% | +47.7% |
| 3Y | +144.6% | +0.8% | +143.9% | +141.1% |
| All | +144.6% | +1.3% | +143.3% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling