+929.5%
GILD vs LYB
+624.6%
+304.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | +14.9% | +1.4% | +13.5% | +14.2% |
| 6M | -0.4% | -3.5% | +3.1% | -1.1% |
| YTD | +18.5% | +52.0% | -33.5% | +6.1% |
| 1Y | +25.1% | +22.1% | +3.1% | +17.0% |
| 3Y | +105.9% | -22.8% | +128.7% | +109.4% |
| 5Y | +143.0% | -3.4% | +146.3% | +130.4% |
| 10Y | +162.4% | +47.4% | +115.0% | +104.9% |
| All | +929.5% | +624.6% | +304.9% | +393.1% |
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