+242.9%
LYB vs GWRE
+741.3%
-498.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +0.3% | -13.2% | +13.5% | +3.4% |
| 30D | +2.5% | -18.6% | +21.0% | +6.2% |
| 3M | +1.4% | +18.9% | -17.5% | -4.9% |
| 6M | -3.5% | -11.0% | +7.5% | -4.4% |
| YTD | +52.0% | -29.9% | +81.9% | +58.9% |
| 1Y | +22.1% | -44.3% | +66.4% | +35.2% |
| 3Y | -22.8% | +51.7% | -74.4% | -37.0% |
| 5Y | -3.4% | +15.4% | -18.8% | -17.4% |
| 10Y | +47.4% | +129.4% | -82.1% | +0.9% |
| All | +242.9% | +741.3% | -498.4% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling