+458.9%
GS vs XLB
+165.5%
+293.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.5% |
| 7D | -0.1% | -1.6% | +1.5% | +1.7% |
| 30D | +3.7% | +7.2% | -3.6% | -3.1% |
| 3M | -10.0% | 0.0% | -10.0% | -10.0% |
| 6M | -1.0% | +2.3% | -3.3% | -3.5% |
| YTD | +7.0% | +18.4% | -11.4% | -10.3% |
| 1Y | +16.6% | +23.3% | -6.7% | -6.1% |
| 3Y | +204.4% | +45.2% | +159.2% | +108.2% |
| 5Y | +160.0% | +31.0% | +129.1% | +95.5% |
| 10Y | +458.9% | +168.8% | +290.1% | +85.9% |
| All | +458.9% | +165.5% | +293.4% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling