+390.7%
LLY vs GWRE
+14.4%
+376.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -3.2% | -30.9% | +27.8% | +0.1% |
| 30D | -7.4% | -20.7% | +13.3% | -5.7% |
| 3M | -1.0% | +20.2% | -21.2% | -3.5% |
| 6M | +12.5% | -11.9% | +24.4% | +12.5% |
| YTD | +5.0% | -30.3% | +35.3% | +8.0% |
| 1Y | +49.8% | -44.6% | +94.4% | +58.6% |
| 3Y | +95.5% | +48.8% | +46.7% | +80.6% |
| 5Y | +390.7% | +14.8% | +375.9% | +404.2% |
| All | +390.7% | +14.4% | +376.2% | +404.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling