-21.8%
LYB vs GLDM
+127.4%
-149.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.4% |
| 6M | -1.4% | -14.5% | +13.0% | -0.6% |
| YTD | +53.9% | +1.9% | +52.0% | +53.0% |
| 1Y | +26.1% | +21.1% | +5.0% | +24.2% |
| All | -21.8% | +127.4% | -149.2% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling