+356.2%
GS vs XLC
+128.7%
+227.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | -3.2% | +4.9% | -8.1% | -6.9% |
| 30D | -2.4% | -5.8% | +3.4% | +2.4% |
| 3M | -15.7% | -5.4% | -10.3% | -12.2% |
| 6M | -6.8% | -10.2% | +3.4% | +1.0% |
| YTD | -0.1% | -10.2% | +10.1% | +8.2% |
| 1Y | +12.1% | -5.6% | +17.7% | +16.5% |
| 3Y | +185.8% | +61.0% | +124.8% | +92.8% |
| 5Y | +140.1% | +35.2% | +104.8% | +87.2% |
| All | +356.2% | +128.7% | +227.5% | +93.4% |
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