+104.7%
LLY vs GRMN
+184.1%
-79.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | -2.9% | +0.7% | -1.9% |
| 30D | -1.6% | -8.4% | +6.8% | -0.9% |
| 3M | +2.3% | +15.0% | -12.7% | +0.6% |
| 6M | +14.9% | +11.2% | +3.7% | +13.2% |
| YTD | +7.5% | +37.7% | -30.2% | +3.3% |
| 1Y | +55.7% | +18.5% | +37.2% | +51.9% |
| All | +104.7% | +184.1% | -79.5% | +88.2% |
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