+185.8%
GS vs XLC
+60.5%
+125.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | -3.2% | +4.9% | -8.1% | -7.0% |
| 30D | -2.4% | -5.8% | +3.4% | +2.5% |
| 3M | -15.7% | -5.4% | -10.3% | -12.1% |
| 6M | -6.8% | -10.2% | +3.4% | +1.9% |
| YTD | -0.1% | -10.2% | +10.1% | +9.0% |
| 1Y | +12.1% | -5.6% | +17.7% | +16.4% |
| 3Y | +185.8% | +61.0% | +124.8% | +105.4% |
| All | +185.8% | +60.5% | +125.3% | +105.4% |
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 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