+632.8%
LYB vs GFI
+470.4%
+162.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.9% |
| 7D | +0.3% | -4.9% | +5.1% | +0.6% |
| 30D | +2.5% | +10.7% | -8.3% | +1.8% |
| 3M | +1.4% | +25.6% | -24.2% | -0.2% |
| 6M | -3.5% | -8.3% | +4.8% | -3.7% |
| YTD | +52.0% | +6.3% | +45.7% | +49.8% |
| 1Y | +22.1% | +22.1% | 0.0% | +18.7% |
| 3Y | -22.8% | +289.2% | -312.0% | -32.3% |
| 5Y | -3.4% | +531.7% | -535.0% | -19.8% |
| 10Y | +47.4% | +1,043.8% | -996.4% | +12.5% |
| All | +632.8% | +470.4% | +162.5% | +553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling