+152.4%
GS vs XLB
+31.5%
+120.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +2.9% |
| 7D | +0.8% | -1.4% | +2.2% | +2.2% |
| 30D | +1.2% | +7.1% | -5.9% | -4.8% |
| 3M | -12.4% | +0.6% | -13.0% | -12.9% |
| 6M | -2.3% | +3.5% | -5.8% | -5.5% |
| YTD | +4.6% | +18.2% | -13.6% | -11.0% |
| 1Y | +17.5% | +25.6% | -8.1% | -5.5% |
| 3Y | +202.0% | +46.7% | +155.4% | +112.0% |
| 5Y | +152.4% | +30.9% | +121.5% | +94.4% |
| All | +152.4% | +31.5% | +120.9% | +94.4% |
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