+50.7%
LLY vs GTLB
-3.3%
+54.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | 0.0% |
| 7D | -3.1% | -6.6% | +3.5% | -3.0% |
| 30D | -8.6% | +13.7% | -22.4% | -8.7% |
| 3M | -1.6% | +52.9% | -54.6% | -2.1% |
| 6M | +11.8% | +88.5% | -76.6% | +11.3% |
| YTD | +5.1% | +23.4% | -18.3% | +7.1% |
| 1Y | +50.7% | -3.8% | +54.5% | +53.2% |
| All | +50.7% | -3.3% | +54.0% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling