+2,080.1%
LLY vs GPN
+39.9%
+2,040.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.6% |
| 7D | +6.7% | -5.6% | +12.4% | +7.6% |
| 30D | +19.6% | +13.6% | +6.0% | +17.0% |
| 3M | +19.7% | -2.8% | +22.5% | +19.8% |
| 6M | +42.7% | +38.1% | +4.7% | +34.8% |
| YTD | +35.1% | +19.9% | +15.2% | +29.7% |
| 1Y | +42.2% | +23.4% | +18.8% | +35.7% |
| 3Y | +140.8% | -12.6% | +153.4% | +138.8% |
| 5Y | +480.6% | -26.6% | +507.2% | +482.8% |
| All | +2,080.1% | +39.9% | +2,040.2% | +1,832.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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