+2,374.1%
LLY vs GRMN
+6,655.2%
-4,281.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | -2.9% | +0.7% | -1.7% |
| 30D | -1.6% | -8.4% | +6.8% | -0.3% |
| 3M | +2.3% | +15.0% | -12.7% | -0.4% |
| 6M | +14.9% | +11.2% | +3.7% | +12.3% |
| YTD | +7.5% | +37.7% | -30.2% | +1.3% |
| 1Y | +55.7% | +18.5% | +37.2% | +50.0% |
| 3Y | +110.6% | +175.8% | -65.2% | +73.6% |
| 5Y | +363.4% | +75.1% | +288.3% | +307.8% |
| 10Y | +1,649.0% | +637.0% | +1,011.9% | +1,116.9% |
| All | +2,374.1% | +6,655.2% | -4,281.1% | +1,101.2% |
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 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