-1.3%
GS vs XE
-62.9%
+61.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.0% | -2.3% | +3.9% |
| 7D | +0.8% | +7.6% | -6.8% | -0.2% |
| 30D | +1.2% | -18.6% | +19.8% | +3.1% |
| 3M | -12.4% | -50.7% | +38.3% | -6.2% |
| 6M | -2.3% | -63.0% | +60.7% | +5.8% |
| All | -1.3% | -62.9% | +61.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 10y: compounded portfolio wealth divided by compounded XE 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…
10y analysis · Full analysis span regression · 6 months rolling