+1,710.5%
GS vs XLB
+586.1%
+1,124.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -3.8% |
| 7D | -6.3% | -0.4% | -6.0% | -6.0% |
| 30D | -3.1% | +5.2% | -8.4% | -7.4% |
| 3M | -17.7% | -0.1% | -17.5% | -17.6% |
| 6M | -4.6% | +2.4% | -7.0% | -6.8% |
| YTD | +0.3% | +16.9% | -16.6% | -13.2% |
| 1Y | +11.7% | +25.0% | -13.3% | -8.9% |
| 3Y | +183.6% | +40.7% | +142.9% | +109.1% |
| 5Y | +141.0% | +31.6% | +109.3% | +87.5% |
| 10Y | +507.4% | +175.3% | +332.2% | +152.8% |
| All | +1,710.5% | +586.1% | +1,124.5% | +223.4% |
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 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