+80.6%
GIS vs LYB
+624.6%
-544.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -6.4% | +0.3% | -6.6% | -6.4% |
| 30D | -6.1% | +2.5% | -8.6% | -6.3% |
| 3M | +7.8% | +1.4% | +6.5% | +7.6% |
| 6M | -8.8% | -3.5% | -5.3% | -9.1% |
| YTD | -19.1% | +52.0% | -71.1% | -23.3% |
| 1Y | -24.8% | +22.1% | -46.8% | -27.1% |
| 3Y | -37.6% | -22.8% | -14.8% | -37.1% |
| 5Y | -25.4% | -3.4% | -22.1% | -27.2% |
| 10Y | -19.6% | +47.4% | -66.9% | -28.8% |
| All | +80.6% | +624.6% | -544.0% | +30.8% |
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