+486.7%
GS vs XLB
+170.1%
+316.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.4% |
| 7D | -3.2% | -1.5% | -1.7% | -1.7% |
| 30D | -2.4% | +6.1% | -8.5% | -7.9% |
| 3M | -15.7% | 0.0% | -15.8% | -15.9% |
| 6M | -6.8% | 0.0% | -6.7% | -7.1% |
| YTD | -0.1% | +16.0% | -16.1% | -14.5% |
| 1Y | +12.1% | +24.7% | -12.6% | -10.9% |
| 3Y | +185.8% | +40.4% | +145.4% | +101.9% |
| 5Y | +140.1% | +30.7% | +109.4% | +80.5% |
| All | +486.7% | +170.1% | +316.6% | +90.9% |
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