+632.4%
GEV vs LYB
-25.8%
+658.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.6% | +3.7% |
| 7D | +1.6% | +0.3% | +1.4% | +1.6% |
| 30D | -7.9% | +2.5% | -10.4% | -8.2% |
| 3M | +5.6% | +1.4% | +4.2% | +5.6% |
| 6M | +13.1% | -3.5% | +16.5% | +12.1% |
| YTD | +46.7% | +52.0% | -5.2% | +29.1% |
| 1Y | +51.3% | +22.1% | +29.2% | +41.0% |
| All | +632.4% | -25.8% | +658.3% | +717.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling