+787.2%
GS vs LYB
+622.7%
+164.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | +0.9% | -0.2% | +1.2% | +0.9% |
| 30D | -1.6% | +8.7% | -10.3% | -5.3% |
| 3M | -4.5% | -3.0% | -1.4% | -4.3% |
| 6M | +20.9% | +4.7% | +16.1% | +13.5% |
| YTD | +19.9% | +51.6% | -31.7% | -5.3% |
| 1Y | +41.4% | +24.4% | +17.1% | +20.4% |
| 3Y | +239.2% | -23.5% | +262.6% | +250.9% |
| 5Y | +185.0% | -6.5% | +191.5% | +165.1% |
| 10Y | +655.0% | +40.5% | +614.5% | +447.5% |
| All | +787.2% | +622.7% | +164.5% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling