+2,064.0%
GS vs XLB
+584.4%
+1,479.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.7% |
| YTD | +19.9% | +16.6% | +3.3% | +4.0% |
| 1Y | +41.4% | +16.9% | +24.5% | +22.1% |
| 3Y | +239.2% | +32.6% | +206.6% | +163.5% |
| 5Y | +185.0% | +35.6% | +149.4% | +115.9% |
| 10Y | +655.0% | +160.0% | +494.9% | +229.5% |
| All | +2,064.0% | +584.4% | +1,479.7% | +287.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling