+50.6%
LYB vs GTLB
+6.1%
+44.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -6.2% | -9.7% | +3.4% | -6.2% |
| 30D | +6.3% | +1.7% | +4.6% | +6.2% |
| 3M | +4.1% | +43.6% | -39.5% | +4.2% |
| 6M | -15.5% | +113.0% | -128.4% | -15.6% |
| YTD | +50.2% | +39.5% | +10.7% | +54.3% |
| 1Y | +50.6% | +12.6% | +38.0% | +59.6% |
| All | +50.6% | +6.1% | +44.5% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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