+639.9%
GS vs LYB
+48.3%
+591.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.3% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -0.3% | +2.5% | -2.8% | -1.6% |
| 3M | -0.1% | +1.4% | -1.5% | -1.7% |
| 6M | +26.1% | -3.5% | +29.6% | +22.7% |
| YTD | +18.8% | +52.0% | -33.2% | -8.1% |
| 1Y | +33.7% | +22.1% | +11.7% | +13.4% |
| 3Y | +238.9% | -22.8% | +261.7% | +252.0% |
| 5Y | +187.9% | -3.4% | +191.3% | +161.2% |
| All | +639.9% | +48.3% | +591.6% | +406.3% |
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