+35.1%
GS vs LYB
+26.2%
+8.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -1.7% | -0.7% | -1.0% | -1.8% |
| 30D | -0.9% | +1.5% | -2.5% | -0.7% |
| 3M | +2.3% | -0.3% | +2.6% | +2.7% |
| 6M | +23.4% | +0.1% | +23.4% | +22.4% |
| YTD | +17.7% | +53.4% | -35.7% | +13.8% |
| 1Y | +35.1% | +25.6% | +9.5% | +30.2% |
| All | +35.1% | +26.2% | +8.9% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling