+46.3%
LYB vs GPN
+28.5%
+17.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -4.3% | +4.6% | +2.0% |
| 30D | +2.5% | 0.0% | +2.5% | +2.1% |
| 3M | +1.4% | +35.8% | -34.4% | -12.4% |
| 6M | -3.5% | +22.0% | -25.5% | -14.3% |
| YTD | +52.0% | +15.2% | +36.8% | +36.8% |
| 1Y | +22.1% | +3.5% | +18.6% | +15.3% |
| 3Y | -22.8% | -26.9% | +4.2% | -17.2% |
| 5Y | -3.4% | -44.2% | +40.9% | +13.9% |
| All | +46.3% | +28.5% | +17.7% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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