+654.3%
GS vs XLP
+101.8%
+552.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.7% |
| 7D | +0.9% | -1.0% | +2.0% | +1.7% |
| 30D | -1.6% | -0.9% | -0.7% | -1.0% |
| 3M | -4.5% | +3.8% | -8.3% | -8.5% |
| 6M | +20.9% | -1.7% | +22.6% | +21.1% |
| YTD | +19.9% | +10.3% | +9.6% | +7.8% |
| 1Y | +41.4% | +7.8% | +33.6% | +29.3% |
| 3Y | +239.2% | +27.2% | +212.0% | +161.9% |
| 5Y | +185.0% | +32.5% | +152.5% | +109.6% |
| All | +654.3% | +101.8% | +552.5% | +321.6% |
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