+185.7%
GS vs XLB
+36.1%
+149.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | +0.9% | -1.4% | +2.3% | +2.2% |
| 30D | -1.6% | -0.4% | -1.2% | -1.3% |
| 3M | -4.5% | +2.0% | -6.4% | -6.4% |
| 6M | +20.9% | +1.8% | +19.0% | +18.6% |
| YTD | +19.9% | +16.6% | +3.3% | +3.3% |
| 1Y | +41.4% | +16.9% | +24.5% | +21.2% |
| 3Y | +239.2% | +32.6% | +206.6% | +160.0% |
| All | +185.7% | +36.1% | +149.6% | +112.3% |
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