+1.4%
LYB vs GGLL
+210.8%
-209.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.0% |
| 7D | +6.1% | +7.7% | -1.6% | +5.7% |
| 30D | +5.3% | -30.2% | +35.5% | +7.3% |
| 3M | +4.3% | -31.3% | +35.6% | +6.2% |
| 6M | -10.8% | -52.1% | +41.3% | -7.2% |
| YTD | +53.8% | -25.9% | +79.6% | +53.2% |
| 1Y | +50.5% | -8.5% | +58.9% | +45.7% |
| 3Y | -16.4% | +165.5% | -181.9% | -34.0% |
| All | +1.4% | +210.8% | -209.4% | -21.6% |
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 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