+2,814.6%
LLY vs GRMN
+6,890.4%
-4,075.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.5% | +4.7% | -9.2% | -5.2% |
| 30D | +13.9% | +3.4% | +10.5% | +13.2% |
| 3M | +13.8% | -5.0% | +18.8% | +14.5% |
| 6M | +37.6% | +18.6% | +19.0% | +33.1% |
| YTD | +26.6% | +42.5% | -15.9% | +18.5% |
| 1Y | +45.3% | +42.3% | +3.0% | +36.0% |
| 3Y | +132.2% | +158.5% | -26.2% | +93.5% |
| 5Y | +434.7% | +123.6% | +311.1% | +352.1% |
| 10Y | +2,084.3% | +682.5% | +1,401.8% | +1,404.7% |
| All | +2,814.6% | +6,890.4% | -4,075.8% | +1,305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling