+50.6%
LYB vs GFS
+15.5%
+35.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.9% | +1.2% | -5.1% |
| 7D | -6.2% | -12.5% | +6.3% | -7.1% |
| 30D | +6.3% | -16.9% | +23.2% | +5.0% |
| 3M | +4.1% | -22.3% | +26.3% | +2.7% |
| 6M | -15.5% | -40.2% | +24.8% | -16.7% |
| YTD | +50.2% | +16.0% | +34.3% | +46.2% |
| 1Y | +50.6% | +17.7% | +32.9% | +48.1% |
| All | +50.6% | +15.5% | +35.1% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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