+47.7%
LYB vs GD
+195.0%
-147.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.7% |
| 7D | -0.7% | -3.2% | +2.5% | +1.7% |
| 30D | +1.5% | -9.6% | +11.1% | +9.4% |
| 3M | -0.3% | +4.3% | -4.6% | -4.5% |
| 6M | +0.1% | +0.5% | -0.5% | -2.5% |
| YTD | +53.4% | +6.6% | +46.8% | +42.1% |
| 1Y | +25.6% | +11.6% | +14.1% | +11.7% |
| 3Y | -21.3% | +72.6% | -93.9% | -53.0% |
| 5Y | -2.4% | +95.2% | -97.6% | -49.6% |
| All | +47.7% | +195.0% | -147.3% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling