+96.9%
GLD vs LYB
-15.9%
+112.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -4.6% | +6.1% | -10.7% | -4.5% |
| 30D | -5.5% | +5.3% | -10.8% | -5.4% |
| 3M | -10.9% | +4.3% | -15.2% | -10.9% |
| 6M | -17.4% | -10.8% | -6.6% | -17.3% |
| YTD | -10.3% | +53.8% | -64.1% | -12.1% |
| 1Y | -7.2% | +50.5% | -57.6% | -9.0% |
| 3Y | +96.9% | -16.4% | +113.3% | +99.2% |
| All | +96.9% | -15.9% | +112.8% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling