+203.1%
GS vs LYB
-18.3%
+221.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.4% | +1.4% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +3.7% | +5.3% | -1.7% | +2.7% |
| 3M | -10.0% | -1.2% | -8.8% | -10.2% |
| 6M | -1.0% | -13.1% | +12.1% | +1.0% |
| YTD | +7.0% | +49.3% | -42.4% | -10.8% |
| 1Y | +16.6% | +51.8% | -35.2% | -4.1% |
| All | +203.1% | -18.3% | +221.4% | +228.2% |
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 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