-20.9%
LYB vs GD
+72.8%
-93.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -0.9% | -3.5% | +2.6% | +0.4% |
| 30D | +9.5% | -9.0% | +18.6% | +13.4% |
| 3M | +1.3% | +5.1% | -3.8% | -1.4% |
| 6M | -1.7% | -1.0% | -0.7% | -1.9% |
| YTD | +54.1% | +7.3% | +46.8% | +47.3% |
| 1Y | +25.7% | +12.4% | +13.2% | +17.2% |
| 3Y | -20.9% | +73.7% | -94.6% | -36.7% |
| All | -20.9% | +72.8% | -93.8% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling