+46.3%
LYB vs GSK
+80.1%
-33.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | -3.5% | +3.8% | +1.6% |
| 30D | +2.5% | -3.4% | +5.9% | +3.7% |
| 3M | +1.4% | -8.1% | +9.5% | +4.2% |
| 6M | -3.5% | -11.1% | +7.6% | -0.5% |
| YTD | +52.0% | +0.7% | +51.2% | +47.1% |
| 1Y | +22.1% | +20.1% | +1.9% | +8.2% |
| 3Y | -22.8% | +46.1% | -68.9% | -40.1% |
| 5Y | -3.4% | +48.2% | -51.6% | -28.7% |
| All | +46.3% | +80.1% | -33.8% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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