+20,870.5%
LLY vs GPC
+2,100.6%
+18,769.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.3% |
| 7D | -0.7% | +1.7% | -2.3% | -1.2% |
| 30D | +17.9% | -2.3% | +20.2% | +18.6% |
| 3M | +16.8% | -4.5% | +21.3% | +18.3% |
| 6M | +38.4% | +21.6% | +16.9% | +28.6% |
| YTD | +27.6% | +4.0% | +23.6% | +23.8% |
| 1Y | +48.3% | +3.5% | +44.8% | +44.0% |
| 3Y | +145.4% | +2.1% | +143.2% | +131.0% |
| 5Y | +438.9% | +5.5% | +433.4% | +392.5% |
| 10Y | +2,101.6% | +90.7% | +2,010.9% | +1,411.8% |
| All | +20,870.5% | +2,100.6% | +18,769.9% | +5,769.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling