+11.0%
GS vs XLB
+21.4%
-10.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.4% |
| 7D | +5.1% | 0.0% | +5.1% | +5.2% |
| 30D | +2.4% | +5.3% | -2.8% | -1.1% |
| 3M | -11.5% | 0.0% | -11.5% | -11.3% |
| 6M | -2.5% | +1.2% | -3.7% | -3.4% |
| YTD | +5.5% | +16.9% | -11.4% | -7.3% |
| 1Y | +11.0% | +20.9% | -9.9% | -4.9% |
| All | +11.0% | +21.4% | -10.3% | -4.9% |
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 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