+140.8%
LLY vs GRMN
+155.8%
-15.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +6.7% | -0.9% | +7.6% | +6.8% |
| 30D | +19.6% | +1.2% | +18.4% | +19.4% |
| 3M | +19.7% | -8.9% | +28.6% | +20.5% |
| 6M | +42.7% | +23.0% | +19.7% | +39.7% |
| YTD | +35.1% | +41.2% | -6.1% | +30.0% |
| 1Y | +42.2% | +47.5% | -5.3% | +36.2% |
| 3Y | +140.8% | +155.8% | -15.0% | +141.1% |
| All | +140.8% | +155.8% | -15.0% | +141.1% |
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 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