+26.1%
LYB vs GLDM
+20.5%
+5.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.1% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +4.0% | +0.3% | +3.8% | +4.0% |
| 3M | +2.4% | +3.3% | -0.9% | +2.6% |
| 6M | -1.4% | -14.5% | +13.0% | -0.9% |
| YTD | +53.9% | +1.9% | +52.0% | +54.2% |
| All | +26.1% | +20.5% | +5.6% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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