+641.4%
LYB vs GD
+592.2%
+49.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +6.1% | +2.7% | +3.5% | +3.9% |
| 30D | +5.3% | +8.6% | -3.3% | -1.5% |
| 3M | +4.3% | -7.1% | +11.4% | +9.9% |
| 6M | -10.8% | +7.5% | -18.3% | -17.3% |
| YTD | +53.8% | +9.9% | +43.8% | +38.2% |
| 1Y | +50.5% | +7.6% | +42.9% | +37.5% |
| 3Y | -16.4% | +56.2% | -72.6% | -45.4% |
| 5Y | -4.8% | +100.6% | -105.4% | -51.7% |
| 10Y | +38.2% | +167.8% | -129.6% | -46.7% |
| All | +641.4% | +592.2% | +49.2% | +25.6% |
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