-17.1%
LYB vs GLDM
+99.6%
-116.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +1.9% |
| 7D | +3.7% | -5.5% | +9.2% | +3.4% |
| 30D | +6.4% | -7.0% | +13.4% | +6.3% |
| 3M | +2.8% | -12.3% | +15.1% | +2.5% |
| 6M | -12.2% | -17.9% | +5.7% | -12.2% |
| YTD | +52.4% | -10.3% | +62.7% | +51.3% |
| 1Y | +56.8% | -7.8% | +64.6% | +55.4% |
| All | -17.1% | +99.6% | -116.8% | -33.3% |
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