+1,580.3%
LLY vs GRMN
+628.0%
+952.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -3.1% | -1.4% | -1.7% | -2.8% |
| 30D | -8.6% | -13.1% | +4.5% | -5.9% |
| 3M | -1.6% | +14.9% | -16.6% | -5.2% |
| 6M | +11.8% | +13.1% | -1.3% | +7.9% |
| YTD | +5.1% | +35.3% | -30.2% | -3.1% |
| 1Y | +50.7% | +16.0% | +34.7% | +43.7% |
| 3Y | +95.7% | +179.6% | -83.9% | +42.7% |
| 5Y | +390.2% | +75.0% | +315.2% | +310.2% |
| 10Y | +1,580.3% | +644.1% | +936.2% | +768.1% |
| All | +1,580.3% | +628.0% | +952.3% | +768.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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