+486.7%
GS vs XLI
+236.0%
+250.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.2% | -2.8% | -0.4% | -0.1% |
| 30D | -2.4% | -3.1% | +0.7% | +1.1% |
| 3M | -15.7% | -11.7% | -4.0% | -3.2% |
| 6M | -6.8% | -7.6% | +0.8% | +1.7% |
| YTD | -0.1% | +5.7% | -5.8% | -6.1% |
| 1Y | +12.1% | +7.8% | +4.3% | +3.1% |
| 3Y | +185.8% | +67.4% | +118.4% | +64.7% |
| 5Y | +140.1% | +64.8% | +75.3% | +40.6% |
| All | +486.7% | +236.0% | +250.7% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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