+440.7%
LLY vs GRMN
+117.6%
+323.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.5% | +4.7% | -9.2% | -5.0% |
| 30D | +13.9% | +3.4% | +10.5% | +13.4% |
| 3M | +13.8% | -5.0% | +18.8% | +14.4% |
| 6M | +37.6% | +18.6% | +19.0% | +33.9% |
| YTD | +26.6% | +42.5% | -15.9% | +19.5% |
| 1Y | +45.3% | +42.3% | +3.0% | +37.1% |
| 3Y | +132.2% | +158.5% | -26.2% | +96.6% |
| All | +440.7% | +117.6% | +323.2% | +371.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling