+24.4%
LYB vs GTLB
+14.4%
+9.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.9% |
| 7D | -0.2% | +11.1% | -11.3% | -0.5% |
| 30D | +8.7% | +37.8% | -29.1% | +8.2% |
| 3M | -3.0% | +61.6% | -64.6% | -3.7% |
| 6M | +4.7% | +98.9% | -94.2% | +2.9% |
| YTD | +51.6% | +32.8% | +18.8% | +53.5% |
| 1Y | +24.4% | +14.7% | +9.7% | +28.7% |
| All | +24.4% | +14.4% | +9.9% | +28.7% |
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