+50.6%
LYB vs GH
+80.5%
-29.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.7% | -1.1% | -5.2% |
| 7D | -6.2% | -7.7% | +1.5% | -7.1% |
| 30D | +6.3% | -10.0% | +16.3% | +5.1% |
| 3M | +4.1% | +5.5% | -1.4% | +5.4% |
| 6M | -15.5% | +84.9% | -100.4% | -5.4% |
| YTD | +50.2% | +65.0% | -14.8% | +68.8% |
| 1Y | +50.6% | +71.8% | -21.2% | +71.3% |
| All | +50.6% | +80.5% | -29.9% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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