+0.2%
LYB vs GGLL
+327.4%
-327.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.3% | -1.2% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +2.5% | -4.0% | +6.4% | +2.7% |
| 3M | +1.4% | -15.5% | +16.9% | +2.1% |
| 6M | -3.5% | +7.6% | -11.1% | -5.6% |
| YTD | +52.0% | +2.0% | +50.0% | +49.2% |
| 1Y | +22.1% | +63.9% | -41.9% | +12.0% |
| 3Y | -22.8% | +239.7% | -262.4% | -39.4% |
| All | +0.2% | +327.4% | -327.1% | -23.6% |
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