+255.8%
GLD vs LYB
+622.7%
-366.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.4% | +8.7% | -4.3% | +4.2% |
| 3M | -1.1% | -3.0% | +1.9% | -1.1% |
| 6M | -13.8% | +4.7% | -18.5% | -14.1% |
| YTD | +2.6% | +51.6% | -48.9% | +1.3% |
| 1Y | +24.5% | +24.4% | +0.2% | +23.4% |
| 3Y | +125.8% | -23.5% | +149.3% | +126.2% |
| 5Y | +137.8% | -6.5% | +144.3% | +136.5% |
| 10Y | +221.4% | +40.5% | +180.9% | +213.1% |
| All | +255.8% | +622.7% | -366.8% | +216.8% |
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