+683.0%
GS vs LYB
+633.0%
+49.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | 0.0% |
| 7D | +5.9% | +6.1% | -0.2% | +3.4% |
| 30D | +4.3% | +5.3% | -1.0% | +1.7% |
| 3M | -11.7% | +4.3% | -16.0% | -14.0% |
| 6M | -3.2% | -10.8% | +7.6% | -0.6% |
| YTD | +5.8% | +53.8% | -48.0% | -17.5% |
| 1Y | +16.0% | +50.5% | -34.4% | -9.1% |
| 3Y | +199.8% | -16.4% | +216.2% | +196.6% |
| 5Y | +155.5% | -4.8% | +160.3% | +134.5% |
| 10Y | +452.7% | +38.2% | +414.5% | +300.8% |
| All | +683.0% | +633.0% | +49.9% | +183.4% |
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