+656.2%
GS vs XLU
+139.2%
+517.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | +3.4% | +2.1% | +1.3% | +2.3% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | -0.3% | +0.5% | -0.8% | -0.8% |
| 6M | +27.4% | -5.8% | +33.2% | +30.8% |
| YTD | +19.6% | +3.1% | +16.5% | +16.6% |
| 1Y | +42.5% | +8.1% | +34.4% | +35.1% |
| 3Y | +240.4% | +50.5% | +189.9% | +167.9% |
| 5Y | +188.9% | +44.7% | +144.2% | +130.2% |
| All | +656.2% | +139.2% | +517.0% | +474.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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