+2,064.0%
GS vs XLI
+865.4%
+1,198.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.4% |
| 7D | +0.9% | -1.1% | +2.0% | +2.2% |
| 30D | -1.6% | -5.9% | +4.4% | +5.5% |
| 3M | -4.5% | -0.3% | -4.2% | -4.3% |
| 6M | +20.9% | +0.1% | +20.7% | +20.6% |
| YTD | +19.9% | +13.6% | +6.3% | +3.5% |
| 1Y | +41.4% | +17.2% | +24.2% | +17.7% |
| 3Y | +239.2% | +68.2% | +171.0% | +89.8% |
| 5Y | +185.0% | +80.7% | +104.3% | +46.5% |
| 10Y | +655.0% | +253.3% | +401.7% | +80.5% |
| All | +2,064.0% | +865.4% | +1,198.6% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling