+24.4%
LYB vs GWRE
-25.4%
+49.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -19.9% | +18.0% | -0.6% |
| 7D | -0.2% | -21.1% | +20.9% | +1.2% |
| 30D | +8.7% | +1.3% | +7.4% | +8.3% |
| 3M | -3.0% | +7.4% | -10.5% | -3.7% |
| 6M | +4.7% | +5.6% | -0.9% | +3.9% |
| YTD | +51.6% | -19.2% | +70.8% | +52.8% |
| 1Y | +24.4% | -25.1% | +49.5% | +26.4% |
| All | +24.4% | -25.4% | +49.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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