+486.7%
GS vs XLP
+126.4%
+360.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.6% |
| 7D | -3.2% | +0.7% | -3.9% | -3.8% |
| 30D | -2.4% | +10.3% | -12.7% | -9.9% |
| 3M | -15.7% | +6.5% | -22.3% | -20.2% |
| 6M | -6.8% | +8.4% | -15.2% | -14.0% |
| YTD | -0.1% | +18.2% | -18.3% | -15.2% |
| 1Y | +12.1% | +22.4% | -10.3% | -8.0% |
| 3Y | +185.8% | +41.9% | +143.9% | +100.4% |
| 5Y | +140.1% | +40.9% | +99.2% | +68.1% |
| All | +486.7% | +126.4% | +360.3% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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