+1.2%
LYB vs GGLL
+313.5%
-312.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -0.7% | -5.8% | +5.1% | -0.3% |
| 30D | +1.5% | -7.2% | +8.7% | +2.0% |
| 3M | -0.3% | -17.5% | +17.3% | +0.6% |
| 6M | +0.1% | +5.1% | -5.0% | -2.0% |
| YTD | +53.4% | -1.3% | +54.8% | +51.0% |
| 1Y | +25.6% | +60.2% | -34.6% | +15.4% |
| 3Y | -21.3% | +230.8% | -252.1% | -38.2% |
| All | +1.2% | +313.5% | -312.3% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling