+215.0%
GLD vs LYB
+48.3%
+166.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.6% |
| 7D | -2.0% | +0.3% | -2.2% | -2.0% |
| 30D | -1.5% | +2.5% | -4.0% | -1.6% |
| 3M | +3.2% | +1.4% | +1.8% | +3.2% |
| 6M | -16.3% | -3.5% | -12.8% | -16.4% |
| YTD | +0.6% | +52.0% | -51.4% | -0.5% |
| 1Y | +19.1% | +22.1% | -2.9% | +18.2% |
| 3Y | +123.5% | -22.8% | +146.3% | +123.6% |
| 5Y | +138.5% | -3.4% | +141.9% | +137.4% |
| All | +215.0% | +48.3% | +166.8% | +212.1% |
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 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