+186.8%
GS vs XLC
+59.8%
+127.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -5.9% |
| 7D | -6.3% | +3.1% | -9.4% | -8.6% |
| 30D | -3.1% | -6.5% | +3.4% | +2.4% |
| 3M | -17.7% | -5.6% | -12.1% | -14.0% |
| 6M | -4.6% | -9.2% | +4.7% | +3.2% |
| YTD | +0.3% | -10.6% | +10.9% | +9.8% |
| 1Y | +11.7% | -6.9% | +18.6% | +17.5% |
| All | +186.8% | +59.8% | +127.0% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling