+408.1%
LLY vs GTLB
-47.1%
+455.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -0.9% |
| 7D | -2.1% | +11.1% | -13.2% | -2.5% |
| 30D | -1.6% | +37.8% | -39.4% | -2.7% |
| 3M | +2.3% | +61.6% | -59.3% | +0.5% |
| 6M | +14.9% | +98.9% | -84.0% | +11.9% |
| YTD | +7.5% | +32.8% | -25.3% | +6.2% |
| 1Y | +55.7% | +14.7% | +41.0% | +54.4% |
| 3Y | +110.6% | +1.3% | +109.3% | +108.5% |
| All | +408.1% | -47.1% | +455.3% | +397.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling