+46.3%
LYB vs GFI
+1,093.3%
-1,047.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +0.3% | -2.7% | +3.0% | +0.4% |
| 30D | +2.5% | +13.2% | -10.8% | +2.0% |
| 3M | +1.4% | +28.5% | -27.1% | +0.4% |
| 6M | -3.5% | -6.2% | +2.7% | -3.6% |
| YTD | +52.0% | +8.7% | +43.3% | +50.5% |
| 1Y | +22.1% | +24.8% | -2.8% | +19.7% |
| 3Y | -22.8% | +298.0% | -320.8% | -29.8% |
| 5Y | -3.4% | +546.0% | -549.4% | -15.4% |
| All | +46.3% | +1,093.3% | -1,047.1% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling