+437.1%
GS vs LYB
+36.9%
+400.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.2% |
| 7D | +5.1% | +3.7% | +1.5% | +3.6% |
| 30D | +2.4% | +6.4% | -4.0% | -0.6% |
| 3M | -11.5% | +2.8% | -14.3% | -13.4% |
| 6M | -2.5% | -12.2% | +9.7% | +0.9% |
| YTD | +5.5% | +52.4% | -47.0% | -19.1% |
| 1Y | +11.0% | +56.8% | -45.8% | -16.7% |
| 3Y | +200.1% | -17.2% | +217.2% | +199.3% |
| 5Y | +154.7% | -5.6% | +160.3% | +132.5% |
| All | +437.1% | +36.9% | +400.2% | +279.3% |
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