+41.4%
GS vs XLB
+17.4%
+24.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +0.9% | -1.4% | +2.3% | +1.9% |
| 30D | -1.6% | -0.4% | -1.2% | -1.4% |
| 3M | -4.5% | +2.0% | -6.4% | -5.8% |
| 6M | +20.9% | +1.8% | +19.0% | +18.9% |
| YTD | +19.9% | +16.6% | +3.3% | +8.4% |
| 1Y | +41.4% | +16.9% | +24.5% | +25.6% |
| All | +41.4% | +17.4% | +24.0% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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