+76.5%
INCY vs GGLL
+309.0%
-232.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.6% |
| 7D | -2.2% | -3.9% | +1.7% | -1.9% |
| 30D | +3.7% | -15.4% | +19.0% | +4.8% |
| 3M | +22.1% | -21.9% | +44.0% | +23.5% |
| 6M | +29.8% | +4.5% | +25.3% | +27.1% |
| YTD | +27.6% | -2.4% | +30.0% | +25.5% |
| 1Y | +47.2% | +57.8% | -10.6% | +39.0% |
| 3Y | +97.0% | +227.2% | -130.3% | +73.9% |
| All | +76.5% | +309.0% | -232.6% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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