-3.3%
LYB vs GLDM
+248.1%
-251.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | +8.7% | +4.4% | +4.3% | +8.3% |
| 3M | -3.0% | -1.1% | -2.0% | -2.9% |
| 6M | +4.7% | -13.7% | +18.4% | +6.1% |
| YTD | +51.6% | +2.8% | +48.8% | +50.2% |
| 1Y | +24.4% | +24.8% | -0.5% | +20.3% |
| 3Y | -23.5% | +127.8% | -151.3% | -33.2% |
| 5Y | -6.5% | +141.1% | -147.6% | -20.2% |
| All | -3.3% | +248.1% | -251.4% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling