+185.7%
GS vs XLP
+32.7%
+153.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +0.9% | -1.0% | +2.0% | +1.4% |
| 30D | -1.6% | -0.9% | -0.7% | -1.2% |
| 3M | -4.5% | +3.8% | -8.3% | -7.2% |
| 6M | +20.9% | -1.7% | +22.6% | +21.3% |
| YTD | +19.9% | +10.3% | +9.6% | +10.7% |
| 1Y | +41.4% | +7.8% | +33.6% | +32.4% |
| 3Y | +239.2% | +27.2% | +212.0% | +175.4% |
| All | +185.7% | +32.7% | +153.0% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling