+2,650.9%
LLY vs GPN
+2,611.5%
+39.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -1.6% | +5.8% | -7.4% | -2.8% |
| 3M | +2.3% | +37.0% | -34.7% | -4.2% |
| 6M | +14.9% | +20.1% | -5.3% | +9.8% |
| YTD | +7.5% | +20.4% | -12.9% | +2.2% |
| 1Y | +55.7% | +7.4% | +48.3% | +51.0% |
| 3Y | +110.6% | -26.1% | +136.7% | +115.5% |
| 5Y | +363.4% | -38.5% | +401.9% | +379.2% |
| 10Y | +1,649.0% | +28.4% | +1,620.6% | +1,370.7% |
| All | +2,650.9% | +2,611.5% | +39.3% | +1,164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling