+141.0%
GS vs XLB
+32.3%
+108.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -3.7% |
| 7D | -6.3% | -0.4% | -6.0% | -5.9% |
| 30D | -3.1% | +5.2% | -8.4% | -7.5% |
| 3M | -17.7% | -0.1% | -17.5% | -17.6% |
| 6M | -4.6% | +2.4% | -7.0% | -6.9% |
| YTD | +0.3% | +16.9% | -16.6% | -13.7% |
| 1Y | +11.7% | +25.0% | -13.3% | -9.8% |
| 3Y | +183.6% | +40.7% | +142.9% | +106.5% |
| 5Y | +141.0% | +31.6% | +109.3% | +83.4% |
| All | +141.0% | +32.3% | +108.6% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling