+188.9%
GS vs LYB
-5.3%
+194.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | +3.4% | -0.9% | +4.3% | +3.6% |
| 30D | +0.2% | +9.5% | -9.3% | -2.6% |
| 3M | -0.3% | +1.3% | -1.6% | -1.3% |
| 6M | +27.4% | -1.7% | +29.1% | +23.7% |
| YTD | +19.6% | +54.1% | -34.5% | -4.6% |
| 1Y | +42.5% | +25.7% | +16.8% | +23.2% |
| 3Y | +240.4% | -20.9% | +261.4% | +262.3% |
| 5Y | +188.9% | -1.5% | +190.4% | +160.3% |
| All | +188.9% | -5.3% | +194.2% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling