+127.7%
INCY vs GGLL
+166.5%
-38.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | +1.1% | +7.7% | -6.6% | +0.6% |
| 30D | +8.4% | -30.2% | +38.6% | +10.8% |
| 3M | +0.4% | -31.3% | +31.6% | +2.6% |
| 6M | +22.4% | -52.1% | +74.5% | +28.5% |
| YTD | +22.5% | -25.9% | +48.3% | +21.8% |
| 1Y | +14.8% | -8.5% | +23.2% | +11.6% |
| 3Y | +127.7% | +165.5% | -37.8% | +114.3% |
| All | +127.7% | +166.5% | -38.8% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling