+46.3%
LYB vs GPC
+86.4%
-40.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.7% |
| 7D | +0.3% | -3.2% | +3.5% | +2.1% |
| 30D | +2.5% | +0.5% | +1.9% | +1.8% |
| 3M | +1.4% | +31.7% | -30.4% | -15.9% |
| 6M | -3.5% | +24.7% | -28.2% | -18.6% |
| YTD | +52.0% | +11.8% | +40.2% | +36.3% |
| 1Y | +22.1% | -3.0% | +25.0% | +20.1% |
| 3Y | -22.8% | -1.1% | -21.7% | -29.2% |
| 5Y | -3.4% | +30.5% | -33.9% | -31.2% |
| All | +46.3% | +86.4% | -40.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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