-8.7%
LYB vs GTLB
-50.1%
+41.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.9% |
| 7D | +0.3% | -5.7% | +6.0% | +0.7% |
| 30D | +2.5% | +15.1% | -12.7% | +1.3% |
| 3M | +1.4% | +65.5% | -64.1% | -2.5% |
| 6M | -3.5% | +102.9% | -106.4% | -9.0% |
| YTD | +52.0% | +25.2% | +26.8% | +48.3% |
| 1Y | +22.1% | -5.5% | +27.6% | +21.5% |
| 3Y | -22.8% | -10.9% | -11.9% | -24.3% |
| All | -8.7% | -50.1% | +41.4% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling