+159.7%
GILD vs LYB
+48.3%
+111.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | -4.8% | +0.3% | -5.1% | -4.9% |
| 30D | +5.8% | +2.5% | +3.3% | +5.3% |
| 3M | +14.9% | +1.4% | +13.5% | +14.4% |
| 6M | -0.4% | -3.5% | +3.1% | -0.9% |
| YTD | +18.5% | +52.0% | -33.5% | +8.9% |
| 1Y | +25.1% | +22.1% | +3.1% | +18.9% |
| 3Y | +105.9% | -22.8% | +128.7% | +108.6% |
| 5Y | +143.0% | -3.4% | +146.3% | +133.9% |
| All | +159.7% | +48.3% | +111.5% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling