+533.2%
LLY vs GTLB
-50.5%
+583.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +1.6% | -10.9% | +12.5% | +2.0% |
| 30D | +21.5% | -15.3% | +36.8% | +22.1% |
| 3M | +16.4% | +14.6% | +1.9% | +15.8% |
| 6M | +51.5% | +79.6% | -28.1% | +48.2% |
| YTD | +33.9% | +24.3% | +9.6% | +32.5% |
| 1Y | +49.1% | +1.0% | +48.1% | +48.5% |
| 3Y | +144.6% | +4.6% | +140.0% | +142.1% |
| 5Y | +466.3% | -63.7% | +530.1% | +445.8% |
| All | +533.2% | -50.5% | +583.7% | +521.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling