+377.5%
GS vs XLC
+134.3%
+243.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +2.7% |
| 7D | +0.8% | +7.1% | -6.2% | -4.6% |
| 30D | +1.2% | -2.7% | +4.0% | +3.5% |
| 3M | -12.4% | -3.2% | -9.2% | -10.4% |
| 6M | -2.3% | -7.7% | +5.3% | +3.5% |
| YTD | +4.6% | -8.0% | +12.6% | +11.1% |
| 1Y | +17.5% | -3.1% | +20.6% | +19.5% |
| 3Y | +202.0% | +64.9% | +137.1% | +99.9% |
| 5Y | +152.4% | +39.5% | +112.8% | +91.7% |
| All | +377.5% | +134.3% | +243.2% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling