+22.1%
LYB vs GPC
-0.9%
+23.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +0.3% | -3.2% | +3.5% | +0.5% |
| 30D | +2.5% | +0.5% | +1.9% | +2.3% |
| 3M | +1.4% | +31.7% | -30.4% | -3.7% |
| 6M | -3.5% | +24.7% | -28.2% | -6.0% |
| YTD | +52.0% | +11.8% | +40.2% | +48.0% |
| 1Y | +22.1% | -3.0% | +25.0% | +32.5% |
| All | +22.1% | -0.9% | +23.0% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling