+630.9%
LYB vs GD
+581.1%
+49.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -0.5% |
| 7D | -0.2% | -5.3% | +5.0% | +4.0% |
| 30D | +8.7% | -6.4% | +15.1% | +14.3% |
| 3M | -3.0% | +5.7% | -8.7% | -8.3% |
| 6M | +4.7% | -0.9% | +5.7% | +3.1% |
| YTD | +51.6% | +8.2% | +43.4% | +38.5% |
| 1Y | +24.4% | +13.4% | +10.9% | +8.9% |
| 3Y | -23.5% | +68.5% | -92.0% | -53.5% |
| 5Y | -6.5% | +97.2% | -103.6% | -51.8% |
| 10Y | +40.5% | +190.2% | -149.7% | -49.3% |
| All | +630.9% | +581.1% | +49.8% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling