+447.3%
GS vs XLC
+143.7%
+303.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +1.0% |
| 7D | +0.9% | -0.8% | +1.8% | +1.6% |
| 30D | -1.6% | +1.0% | -2.6% | -2.5% |
| 3M | -4.5% | -0.7% | -3.8% | -4.4% |
| 6M | +20.9% | -5.1% | +26.0% | +25.8% |
| YTD | +19.9% | -4.3% | +24.2% | +23.6% |
| 1Y | +41.4% | -0.6% | +42.0% | +41.2% |
| 3Y | +239.2% | +72.7% | +166.5% | +116.5% |
| 5Y | +185.0% | +38.0% | +147.0% | +120.5% |
| All | +447.3% | +143.7% | +303.5% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling