+20,705.6%
LLY vs GPC
+2,071.6%
+18,634.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -4.5% | +1.6% | -6.1% | -5.0% |
| 30D | +13.9% | -2.1% | +16.0% | +14.5% |
| 3M | +13.8% | -6.8% | +20.6% | +16.1% |
| 6M | +37.6% | +18.6% | +19.0% | +28.9% |
| YTD | +26.6% | +2.7% | +23.9% | +23.4% |
| 1Y | +45.3% | +1.8% | +43.6% | +41.9% |
| 3Y | +132.2% | +1.1% | +131.2% | +119.4% |
| 5Y | +434.7% | +4.1% | +430.6% | +390.7% |
| 10Y | +2,084.3% | +88.2% | +1,996.1% | +1,406.4% |
| All | +20,705.6% | +2,071.6% | +18,634.0% | +5,748.7% |
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