+240.4%
GS vs LYB
-20.7%
+261.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | +3.4% | -0.9% | +4.3% | +3.5% |
| 30D | +0.2% | +9.5% | -9.3% | -1.4% |
| 3M | -0.3% | +1.3% | -1.6% | -0.8% |
| 6M | +27.4% | -1.7% | +29.1% | +24.5% |
| YTD | +19.6% | +54.1% | -34.5% | -0.6% |
| 1Y | +42.5% | +25.7% | +16.8% | +27.7% |
| 3Y | +240.4% | -20.9% | +261.4% | +274.3% |
| All | +240.4% | -20.7% | +261.1% | +274.3% |
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 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