-4.9%
LYB vs GAP
+8.7%
-13.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.4% |
| 7D | +0.3% | -4.1% | +4.4% | +1.0% |
| 30D | +2.5% | +6.2% | -3.8% | +1.1% |
| 3M | +1.4% | -0.7% | +2.1% | +1.0% |
| 6M | -3.5% | -7.1% | +3.6% | -3.7% |
| YTD | +52.0% | -14.1% | +66.1% | +53.1% |
| 1Y | +22.1% | -8.5% | +30.5% | +21.1% |
| 3Y | -22.8% | +115.4% | -138.1% | -39.1% |
| All | -4.9% | +8.7% | -13.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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