+488.8%
GS vs XLP
+129.4%
+359.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -5.8% |
| 7D | -6.3% | +3.5% | -9.8% | -8.8% |
| 30D | -3.1% | +11.6% | -14.7% | -11.4% |
| 3M | -17.7% | +7.6% | -25.3% | -22.6% |
| 6M | -4.6% | +10.0% | -14.6% | -13.0% |
| YTD | +0.3% | +19.7% | -19.4% | -15.8% |
| 1Y | +11.7% | +23.5% | -11.7% | -8.8% |
| 3Y | +183.6% | +44.0% | +139.6% | +96.6% |
| 5Y | +141.0% | +42.7% | +98.3% | +67.0% |
| All | +488.8% | +129.4% | +359.4% | +214.3% |
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