+390.2%
LLY vs GPN
-46.4%
+436.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | -3.1% | -6.2% | +3.1% | -2.6% |
| 30D | -8.6% | +1.0% | -9.6% | -8.7% |
| 3M | -1.6% | +36.9% | -38.5% | -4.0% |
| 6M | +11.8% | +16.8% | -4.9% | +10.4% |
| YTD | +5.1% | +13.2% | -8.1% | +3.7% |
| 1Y | +50.7% | +1.4% | +49.3% | +49.8% |
| 3Y | +95.7% | -28.6% | +124.3% | +99.8% |
| 5Y | +390.2% | -47.0% | +437.2% | +406.2% |
| All | +390.2% | -46.4% | +436.6% | +406.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling