+133.7%
LLY vs GRMN
+158.2%
-24.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -4.5% | +4.7% | -9.2% | -4.8% |
| 30D | +13.9% | +3.4% | +10.5% | +13.6% |
| 3M | +13.8% | -5.0% | +18.8% | +14.1% |
| 6M | +37.6% | +18.6% | +19.0% | +35.1% |
| YTD | +26.6% | +42.5% | -15.9% | +21.7% |
| 1Y | +45.3% | +42.3% | +3.0% | +39.7% |
| All | +133.7% | +158.2% | -24.5% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling