+57.7%
GEV vs LYB
+25.6%
+32.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.1% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | -7.5% | +8.7% | -16.2% | -6.8% |
| 3M | -2.2% | -3.0% | +0.9% | -1.3% |
| 6M | +12.1% | +4.7% | +7.4% | +10.8% |
| YTD | +44.4% | +51.6% | -7.2% | +33.8% |
| 1Y | +57.7% | +24.4% | +33.3% | +46.9% |
| All | +57.7% | +25.6% | +32.0% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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