-4.9%
LYB vs GH
+20.8%
-25.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +0.3% | -2.5% | +2.8% | +0.4% |
| 30D | +2.5% | -4.7% | +7.1% | +2.6% |
| 3M | +1.4% | +20.2% | -18.8% | +0.4% |
| 6M | -3.5% | +78.8% | -82.3% | -6.5% |
| YTD | +52.0% | +54.1% | -2.1% | +48.3% |
| 1Y | +22.1% | +177.1% | -155.0% | +14.1% |
| 3Y | -22.8% | +371.6% | -394.4% | -31.5% |
| All | -4.9% | +20.8% | -25.7% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling