+20.0%
LYB vs GLXY
+2.7%
+17.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | -0.3% |
| 7D | -0.7% | -8.9% | +8.2% | -0.7% |
| 30D | +1.5% | +19.9% | -18.3% | +1.5% |
| 3M | -0.3% | -20.0% | +19.7% | -0.2% |
| 6M | +0.1% | +10.5% | -10.5% | +0.1% |
| YTD | +53.4% | +7.9% | +45.5% | +51.8% |
| 1Y | +25.6% | -7.5% | +33.1% | +26.5% |
| All | +20.0% | +2.7% | +17.3% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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