+632.8%
LYB vs GNRC
+1,763.3%
-1,130.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.9% | -1.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +2.5% | -15.7% | +18.2% | +6.9% |
| 3M | +1.4% | -27.3% | +28.7% | +8.7% |
| 6M | -3.5% | -12.1% | +8.6% | -3.8% |
| YTD | +52.0% | +37.1% | +14.9% | +32.4% |
| 1Y | +22.1% | -0.5% | +22.5% | +15.5% |
| 3Y | -22.8% | +61.5% | -84.3% | -39.0% |
| 5Y | -3.4% | -58.6% | +55.2% | +5.1% |
| 10Y | +47.4% | +446.3% | -398.9% | -37.9% |
| All | +632.8% | +1,763.3% | -1,130.4% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 all: compounded portfolio wealth divided by compounded GNRC 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…
all analysis · Full analysis span regression · 6 months rolling