-22.8%
LYB vs GPN
-27.4%
+4.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -4.3% | +4.6% | +1.2% |
| 30D | +2.5% | 0.0% | +2.5% | +2.3% |
| 3M | +1.4% | +35.8% | -34.4% | -6.6% |
| 6M | -3.5% | +22.0% | -25.5% | -9.3% |
| YTD | +52.0% | +15.2% | +36.8% | +44.7% |
| 1Y | +22.1% | +3.5% | +18.6% | +20.7% |
| 3Y | -22.8% | -26.9% | +4.2% | -24.1% |
| All | -22.8% | -27.4% | +4.6% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling