+642.3%
LYB vs GPC
+421.6%
+220.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | -3.1% | -0.6% | -2.5% | -2.8% |
| 30D | +4.0% | +1.3% | +2.7% | +2.8% |
| 3M | +2.4% | +37.1% | -34.7% | -19.5% |
| 6M | -1.4% | +23.2% | -24.6% | -18.2% |
| YTD | +53.9% | +13.1% | +40.9% | +34.5% |
| 1Y | +26.1% | +0.9% | +25.2% | +19.6% |
| 3Y | -21.0% | -0.8% | -20.2% | -29.1% |
| 5Y | -0.7% | +31.1% | -31.9% | -32.0% |
| 10Y | +49.3% | +87.4% | -38.1% | -25.5% |
| All | +642.3% | +421.6% | +220.7% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling