-0.7%
LYB vs GD
+91.1%
-91.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | -3.1% | -3.1% | 0.0% | -1.6% |
| 30D | +4.0% | -10.9% | +15.0% | +9.8% |
| 3M | +2.4% | +2.5% | -0.1% | +0.4% |
| 6M | -1.4% | -1.7% | +0.2% | -1.7% |
| YTD | +53.9% | +6.1% | +47.8% | +46.8% |
| 1Y | +26.1% | +11.7% | +14.4% | +16.7% |
| 3Y | -21.0% | +71.8% | -92.8% | -43.7% |
| 5Y | -0.7% | +92.2% | -92.9% | -37.4% |
| All | -0.7% | +91.1% | -91.8% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling