+49.0%
LYB vs GFI
+5.1%
+43.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.1% | -1.9% |
| 7D | -5.7% | +7.7% | -13.4% | -5.0% |
| 30D | +4.6% | +4.6% | 0.0% | +5.2% |
| 3M | +5.5% | +3.8% | +1.7% | +6.4% |
| 6M | -19.1% | -7.3% | -11.8% | -18.4% |
| YTD | +47.1% | -8.8% | +55.9% | +46.0% |
| 1Y | +49.0% | +4.3% | +44.7% | +45.6% |
| All | +49.0% | +5.1% | +43.9% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling