-4.9%
LYB vs GWRE
+15.1%
-20.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +0.3% | -13.2% | +13.5% | +2.0% |
| 30D | +2.5% | -18.6% | +21.0% | +4.5% |
| 3M | +1.4% | +18.9% | -17.5% | -2.4% |
| 6M | -3.5% | -11.0% | +7.5% | -3.8% |
| YTD | +52.0% | -29.9% | +81.9% | +56.7% |
| 1Y | +22.1% | -44.3% | +66.4% | +30.7% |
| 3Y | -22.8% | +51.7% | -74.4% | -31.7% |
| All | -4.9% | +15.1% | -20.0% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling